Abstract
Microestructura del mercado de criptomonedas: Ethereum, Solana y Bitcoin. Descarga de información del libro de órdenes para cada criptomoneda a través de distintos brókers internacionales. Modelado y visualización de la microestructura del mercado por medio del libro de órdenes y sus características: niveles, bid-ask y volúmenes.
En este Laboratorio 4: Microestructura del Mercado se emplearán los datos del libro de órdenes de criptomonedas de diversos exchanges internacionales con el fin de modelar y visualizar la microestructura del mercado, que puede ser descrita someramente como una rama de las finanzas que estudia los intercambios en los mercados y cómo estos procesos afectan a los precios de los activos y a los inversores. El laboratorio se encuentra dividido en las siguientes secciones:
CCXT: Libro de Órdenes (Descarga de Datos). En este apartado se hace uso de la librería CCXT para extraer el libro de órdenes y el OHLC de criptomonedas de diversos brókers.Microestructura del Mercado: Visuales. En este apartado se construyen series temporales con las características del libro de órdenes (niveles, volúmenes, VWAP, etc.) y se grafican con Plotly.Microestructura del Mercado: Modelado. En este apartado se estima el Effective Spread del modelo de Roll.Algunos supuestos que se toman en cuenta para la elaboración del presente laboratorio:
Para correr este archivo, es necessario tener instaladas y/o tener el archivo the_requirements.txt_ con las siguientes librerías:
import main
ticker_1, ticker_2, ticker_3 = "ETH/USD", "SOL/USD", "BTC/USD"
CCXT: Libro de Órdenes (Descarga de Datos). En este apartado se hace uso de la librería CCXT para extraer el libro de órdenes y el OHLC de criptomonedas de diversos brókers.Para completar esta sección se obtiene la siguiente verificación de avance en forma de un diccionario:
Exchange_1. Bróker o proveedor de la información.
Timestamp_1. Fecha.
Ask. Precio de oferta más bajo.
Bid. Precio de demanda más alto.
Ask_Volume. Volumen en la cadena de la oferta.
Bid_Volume. Volumen en la cadena de la demanda.
Spread. Ask - Bid.
Close_Price. Cotización de cierre.
Timestamp_2. Fecha....
Timestamp_n. Fecha.
Exchange_2. Bróker o proveedor de la información.
Exchange_3. Bróker o proveedor de la información.
datos_ethereum, avance_ethereum = main.descarga_de_datos(ticker_1)
avance_ethereum
{'kraken': {Timestamp('2022-11-10 09:28:35.644735'): {'Ask': 1319.96,
'Bid': 1319.95,
'Ask_Volume': 22.899,
'Bid_Volume': 0.06,
'Spread': 0.009999999999990905,
'Close_Price': 1319.87},
Timestamp('2022-11-10 09:29:46.394854'): {'Ask': 1321.16,
'Bid': 1320.47,
'Ask_Volume': 1.434,
'Bid_Volume': 0.595,
'Spread': 0.6900000000000546,
'Close_Price': 1321.22},
Timestamp('2022-11-10 09:30:50.346266'): {'Ask': 1322.0,
'Bid': 1321.95,
'Ask_Volume': 1.812,
'Bid_Volume': 5.738,
'Spread': 0.049999999999954525,
'Close_Price': 1322.0},
Timestamp('2022-11-10 09:31:54.430854'): {'Ask': 1315.24,
'Bid': 1315.0,
'Ask_Volume': 1.895,
'Bid_Volume': 2.773,
'Spread': 0.2400000000000091,
'Close_Price': 1314.56},
Timestamp('2022-11-10 09:32:58.546607'): {'Ask': 1309.54,
'Bid': 1309.2,
'Ask_Volume': 2.783,
'Bid_Volume': 0.006,
'Spread': 0.33999999999991815,
'Close_Price': 1308.15},
Timestamp('2022-11-10 09:34:02.628608'): {'Ask': 1314.45,
'Bid': 1314.14,
'Ask_Volume': 0.015,
'Bid_Volume': 0.016,
'Spread': 0.30999999999994543,
'Close_Price': 1314.31},
Timestamp('2022-11-10 09:35:07.529575'): {'Ask': 1313.22,
'Bid': 1313.15,
'Ask_Volume': 0.153,
'Bid_Volume': 0.922,
'Spread': 0.06999999999993634,
'Close_Price': 1313.44},
Timestamp('2022-11-10 09:36:11.639433'): {'Ask': 1309.8,
'Bid': 1309.79,
'Ask_Volume': 37.126,
'Bid_Volume': 46.367,
'Spread': 0.009999999999990905,
'Close_Price': 1309.79},
Timestamp('2022-11-10 09:37:15.949923'): {'Ask': 1306.52,
'Bid': 1306.51,
'Ask_Volume': 0.031,
'Bid_Volume': 1.098,
'Spread': 0.009999999999990905,
'Close_Price': 1306.51},
Timestamp('2022-11-10 09:38:20.035781'): {'Ask': 1306.16,
'Bid': 1305.98,
'Ask_Volume': 3.109,
'Bid_Volume': 5.53,
'Spread': 0.18000000000006366,
'Close_Price': 1306.24},
Timestamp('2022-11-10 09:39:24.174198'): {'Ask': 1309.6,
'Bid': 1309.59,
'Ask_Volume': 4.629,
'Bid_Volume': 1.812,
'Spread': 0.009999999999990905,
'Close_Price': 1309.65},
Timestamp('2022-11-10 09:40:29.660220'): {'Ask': 1309.05,
'Bid': 1308.83,
'Ask_Volume': 0.016,
'Bid_Volume': 2.852,
'Spread': 0.22000000000002728,
'Close_Price': 1308.79},
Timestamp('2022-11-10 09:41:34.011014'): {'Ask': 1312.55,
'Bid': 1312.54,
'Ask_Volume': 9.371,
'Bid_Volume': 0.016,
'Spread': 0.009999999999990905,
'Close_Price': 1312.6},
Timestamp('2022-11-10 09:42:38.528209'): {'Ask': 1315.18,
'Bid': 1315.17,
'Ask_Volume': 0.01,
'Bid_Volume': 39.153,
'Spread': 0.009999999999990905,
'Close_Price': 1315.17},
Timestamp('2022-11-10 09:43:42.591013'): {'Ask': 1313.25,
'Bid': 1313.24,
'Ask_Volume': 0.016,
'Bid_Volume': 15.071,
'Spread': 0.009999999999990905,
'Close_Price': 1313.24},
Timestamp('2022-11-10 09:44:46.504048'): {'Ask': 1312.21,
'Bid': 1312.0,
'Ask_Volume': 11.225,
'Bid_Volume': 4.254,
'Spread': 0.21000000000003638,
'Close_Price': 1312.0},
Timestamp('2022-11-10 09:45:50.542204'): {'Ask': 1313.21,
'Bid': 1313.2,
'Ask_Volume': 16.128,
'Bid_Volume': 0.006,
'Spread': 0.009999999999990905,
'Close_Price': 1313.0},
Timestamp('2022-11-10 09:46:54.704811'): {'Ask': 1310.88,
'Bid': 1310.59,
'Ask_Volume': 0.153,
'Bid_Volume': 2.88,
'Spread': 0.290000000000191,
'Close_Price': 1310.59},
Timestamp('2022-11-10 09:47:58.708392'): {'Ask': 1309.08,
'Bid': 1309.07,
'Ask_Volume': 29.157,
'Bid_Volume': 0.016,
'Spread': 0.009999999999990905,
'Close_Price': 1308.21},
Timestamp('2022-11-10 09:49:02.740324'): {'Ask': 1308.64,
'Bid': 1308.34,
'Ask_Volume': 5.0,
'Bid_Volume': 4.914,
'Spread': 0.3000000000001819,
'Close_Price': 1308.34},
Timestamp('2022-11-10 09:50:06.658321'): {'Ask': 1306.54,
'Bid': 1306.53,
'Ask_Volume': 23.749,
'Bid_Volume': 3.987,
'Spread': 0.009999999999990905,
'Close_Price': 1306.19},
Timestamp('2022-11-10 09:51:10.695317'): {'Ask': 1311.99,
'Bid': 1311.98,
'Ask_Volume': 38.665,
'Bid_Volume': 3.553,
'Spread': 0.009999999999990905,
'Close_Price': 1312.26},
Timestamp('2022-11-10 09:52:14.945929'): {'Ask': 1312.0,
'Bid': 1311.99,
'Ask_Volume': 0.016,
'Bid_Volume': 15.169,
'Spread': 0.009999999999990905,
'Close_Price': 1311.98},
Timestamp('2022-11-10 09:53:19.174931'): {'Ask': 1312.54,
'Bid': 1312.52,
'Ask_Volume': 2.618,
'Bid_Volume': 0.096,
'Spread': 0.01999999999998181,
'Close_Price': 1312.79},
Timestamp('2022-11-10 09:54:23.243970'): {'Ask': 1312.33,
'Bid': 1312.32,
'Ask_Volume': 8.329,
'Bid_Volume': 0.011,
'Spread': 0.009999999999990905,
'Close_Price': 1312.2},
Timestamp('2022-11-10 09:55:27.562914'): {'Ask': 1306.92,
'Bid': 1306.55,
'Ask_Volume': 0.016,
'Bid_Volume': 0.057,
'Spread': 0.37000000000011823,
'Close_Price': 1306.54},
Timestamp('2022-11-10 09:56:32.775296'): {'Ask': 1309.15,
'Bid': 1309.14,
'Ask_Volume': 47.271,
'Bid_Volume': 0.006,
'Spread': 0.009999999999990905,
'Close_Price': 1309.14},
Timestamp('2022-11-10 09:57:39.983660'): {'Ask': 1309.82,
'Bid': 1309.53,
'Ask_Volume': 2.843,
'Bid_Volume': 4.511,
'Spread': 0.2899999999999636,
'Close_Price': 1309.53},
Timestamp('2022-11-10 09:58:45.658707'): {'Ask': 1319.34,
'Bid': 1319.33,
'Ask_Volume': 0.375,
'Bid_Volume': 33.849,
'Spread': 0.009999999999990905,
'Close_Price': 1319.33},
Timestamp('2022-11-10 09:59:52.704866'): {'Ask': 1319.75,
'Bid': 1319.74,
'Ask_Volume': 38.585,
'Bid_Volume': 0.006,
'Spread': 0.009999999999990905,
'Close_Price': 1320.11},
Timestamp('2022-11-10 10:00:56.884026'): {'Ask': 1316.36,
'Bid': 1316.35,
'Ask_Volume': 5.062,
'Bid_Volume': 50.016,
'Spread': 0.009999999999990905,
'Close_Price': 1316.35},
Timestamp('2022-11-10 10:02:01.477157'): {'Ask': 1314.6,
'Bid': 1314.54,
'Ask_Volume': 0.136,
'Bid_Volume': 0.016,
'Spread': 0.05999999999994543,
'Close_Price': 1314.55},
Timestamp('2022-11-10 10:03:05.487149'): {'Ask': 1309.43,
'Bid': 1307.2,
'Ask_Volume': 0.153,
'Bid_Volume': 5.153,
'Spread': 2.230000000000018,
'Close_Price': 1307.12},
Timestamp('2022-11-10 10:04:09.532437'): {'Ask': 1310.73,
'Bid': 1310.52,
'Ask_Volume': 0.016,
'Bid_Volume': 1.535,
'Spread': 0.21000000000003638,
'Close_Price': 1310.51},
Timestamp('2022-11-10 10:05:13.631048'): {'Ask': 1317.79,
'Bid': 1317.78,
'Ask_Volume': 0.016,
'Bid_Volume': 34.727,
'Spread': 0.009999999999990905,
'Close_Price': 1318.01},
Timestamp('2022-11-10 10:06:20.671989'): {'Ask': 1320.79,
'Bid': 1320.78,
'Ask_Volume': 0.016,
'Bid_Volume': 27.958,
'Spread': 0.009999999999990905,
'Close_Price': 1321.19},
Timestamp('2022-11-10 10:07:24.726174'): {'Ask': 1324.25,
'Bid': 1324.24,
'Ask_Volume': 0.001,
'Bid_Volume': 27.718,
'Spread': 0.009999999999990905,
'Close_Price': 1324.25},
Timestamp('2022-11-10 10:08:29.205327'): {'Ask': 1323.59,
'Bid': 1323.58,
'Ask_Volume': 0.016,
'Bid_Volume': 27.734,
'Spread': 0.009999999999990905,
'Close_Price': 1323.79},
Timestamp('2022-11-10 10:09:33.281240'): {'Ask': 1326.79,
'Bid': 1326.5,
'Ask_Volume': 0.016,
'Bid_Volume': 6.96,
'Spread': 0.2899999999999636,
'Close_Price': 1326.78},
Timestamp('2022-11-10 10:10:37.454569'): {'Ask': 1328.25,
'Bid': 1328.24,
'Ask_Volume': 0.031,
'Bid_Volume': 37.262,
'Spread': 0.009999999999990905,
'Close_Price': 1328.24},
Timestamp('2022-11-10 10:11:43.062217'): {'Ask': 1325.88,
'Bid': 1325.87,
'Ask_Volume': 27.325,
'Bid_Volume': 0.016,
'Spread': 0.010000000000218279,
'Close_Price': 1325.88},
Timestamp('2022-11-10 10:12:50.688218'): {'Ask': 1323.44,
'Bid': 1323.12,
'Ask_Volume': 0.016,
'Bid_Volume': 1.636,
'Spread': 0.3200000000001637,
'Close_Price': 1323.59},
Timestamp('2022-11-10 10:13:55.698116'): {'Ask': 1324.56,
'Bid': 1324.55,
'Ask_Volume': 0.076,
'Bid_Volume': 44.095,
'Spread': 0.009999999999990905,
'Close_Price': 1324.55},
Timestamp('2022-11-10 10:14:59.897255'): {'Ask': 1328.25,
'Bid': 1327.88,
'Ask_Volume': 0.031,
'Bid_Volume': 0.153,
'Spread': 0.36999999999989086,
'Close_Price': 1327.93},
Timestamp('2022-11-10 10:16:04.393786'): {'Ask': 1330.42,
'Bid': 1330.41,
'Ask_Volume': 36.215,
'Bid_Volume': 1.908,
'Spread': 0.009999999999990905,
'Close_Price': 1330.41},
Timestamp('2022-11-10 10:17:09.999747'): {'Ask': 1340.19,
'Bid': 1340.18,
'Ask_Volume': 62.263,
'Bid_Volume': 1.81,
'Spread': 0.009999999999990905,
'Close_Price': 1340.06},
Timestamp('2022-11-10 10:18:14.037100'): {'Ask': 1341.72,
'Bid': 1341.14,
'Ask_Volume': 5.005,
'Bid_Volume': 0.015,
'Spread': 0.5799999999999272,
'Close_Price': 1342.72},
Timestamp('2022-11-10 10:19:18.219276'): {'Ask': 1334.8,
'Bid': 1333.04,
'Ask_Volume': 1.612,
'Bid_Volume': 8.634,
'Spread': 1.759999999999991,
'Close_Price': 1336.24},
Timestamp('2022-11-10 10:20:22.370608'): {'Ask': 1330.87,
'Bid': 1330.24,
'Ask_Volume': 4.336,
'Bid_Volume': 1.513,
'Spread': 0.6299999999998818,
'Close_Price': 1330.23},
Timestamp('2022-11-10 10:21:26.421877'): {'Ask': 1334.65,
'Bid': 1334.31,
'Ask_Volume': 0.015,
'Bid_Volume': 1.0,
'Spread': 0.3400000000001455,
'Close_Price': 1335.05},
Timestamp('2022-11-10 10:22:34.328141'): {'Ask': 1335.98,
'Bid': 1335.85,
'Ask_Volume': 19.262,
'Bid_Volume': 4.824,
'Spread': 0.13000000000010914,
'Close_Price': 1335.97},
Timestamp('2022-11-10 10:23:39.949650'): {'Ask': 1333.23,
'Bid': 1333.07,
'Ask_Volume': 1.0,
'Bid_Volume': 0.046,
'Spread': 0.16000000000008185,
'Close_Price': 1333.08},
Timestamp('2022-11-10 10:24:45.063962'): {'Ask': 1336.85,
'Bid': 1335.83,
'Ask_Volume': 6.0,
'Bid_Volume': 7.466,
'Spread': 1.0199999999999818,
'Close_Price': 1336.44},
Timestamp('2022-11-10 10:25:48.134186'): {'Ask': 1334.07,
'Bid': 1334.06,
'Ask_Volume': 39.788,
'Bid_Volume': 0.043,
'Spread': 0.009999999999990905,
'Close_Price': 1334.24},
Timestamp('2022-11-10 10:26:52.766609'): {'Ask': 1335.72,
'Bid': 1335.4,
'Ask_Volume': 0.015,
'Bid_Volume': 0.015,
'Spread': 0.31999999999993634,
'Close_Price': 1335.65},
Timestamp('2022-11-10 10:28:00.746138'): {'Ask': 1342.43,
'Bid': 1340.77,
'Ask_Volume': 18.76,
'Bid_Volume': 1.96,
'Spread': 1.6600000000000819,
'Close_Price': 1342.43},
Timestamp('2022-11-10 10:29:07.301749'): {'Ask': 1346.4,
'Bid': 1345.91,
'Ask_Volume': 0.035,
'Bid_Volume': 6.151,
'Spread': 0.4900000000000091,
'Close_Price': 1346.6},
Timestamp('2022-11-10 10:30:12.172124'): {'Ask': 1344.45,
'Bid': 1344.27,
'Ask_Volume': 0.015,
'Bid_Volume': 5.0,
'Spread': 0.18000000000006366,
'Close_Price': 1344.79},
Timestamp('2022-11-10 10:31:16.734750'): {'Ask': 1337.47,
'Bid': 1337.27,
'Ask_Volume': 12.337,
'Bid_Volume': 0.094,
'Spread': 0.20000000000004547,
'Close_Price': 1337.54},
Timestamp('2022-11-10 10:32:21.547108'): {'Ask': 1338.03,
'Bid': 1336.97,
'Ask_Volume': 12.332,
'Bid_Volume': 0.15,
'Spread': 1.0599999999999454,
'Close_Price': 1338.66}},
'ftx': {Timestamp('2022-11-10 09:28:35.644735'): {'Ask': 1421.5,
'Bid': 1420.1,
'Ask_Volume': 0.128,
'Bid_Volume': 0.001,
'Spread': 1.400000000000091,
'Close_Price': 1420.1},
Timestamp('2022-11-10 09:29:46.394854'): {'Ask': 1421.1,
'Bid': 1417.7,
'Ask_Volume': 0.001,
'Bid_Volume': 0.001,
'Spread': 3.3999999999998636,
'Close_Price': 1418.0},
Timestamp('2022-11-10 09:30:50.346266'): {'Ask': 1425.9,
'Bid': 1422.5,
'Ask_Volume': 0.1,
'Bid_Volume': 0.008,
'Spread': 3.400000000000091,
'Close_Price': 1422.8},
Timestamp('2022-11-10 09:31:54.430854'): {'Ask': 1417.3,
'Bid': 1416.1,
'Ask_Volume': 0.07,
'Bid_Volume': 1.12,
'Spread': 1.2000000000000455,
'Close_Price': 1416.1},
Timestamp('2022-11-10 09:32:58.546607'): {'Ask': 1411.7,
'Bid': 1408.6,
'Ask_Volume': 0.008,
'Bid_Volume': 0.095,
'Spread': 3.1000000000001364,
'Close_Price': 1409.2},
Timestamp('2022-11-10 09:34:02.628608'): {'Ask': 1409.9,
'Bid': 1408.1,
'Ask_Volume': 0.071,
'Bid_Volume': 5.154,
'Spread': 1.800000000000182,
'Close_Price': 1409.9},
Timestamp('2022-11-10 09:35:07.529575'): {'Ask': 1409.1,
'Bid': 1408.0,
'Ask_Volume': 0.071,
'Bid_Volume': 165.189,
'Spread': 1.099999999999909,
'Close_Price': 1408.3},
Timestamp('2022-11-10 09:36:11.639433'): {'Ask': 1400.0,
'Bid': 1399.7,
'Ask_Volume': 0.562,
'Bid_Volume': 0.006,
'Spread': 0.2999999999999545,
'Close_Price': 1399.9},
Timestamp('2022-11-10 09:37:15.949923'): {'Ask': 1392.5,
'Bid': 1392.4,
'Ask_Volume': 0.01,
'Bid_Volume': 0.003,
'Spread': 0.09999999999990905,
'Close_Price': 1392.5},
Timestamp('2022-11-10 09:38:20.035781'): {'Ask': 1384.0,
'Bid': 1382.6,
'Ask_Volume': 0.023,
'Bid_Volume': 0.01,
'Spread': 1.400000000000091,
'Close_Price': 1382.6},
Timestamp('2022-11-10 09:39:24.174198'): {'Ask': 1382.4,
'Bid': 1378.1,
'Ask_Volume': 0.511,
'Bid_Volume': 12.814,
'Spread': 4.300000000000182,
'Close_Price': 1382.3},
Timestamp('2022-11-10 09:40:29.660220'): {'Ask': 1375.7,
'Bid': 1374.3,
'Ask_Volume': 1.747,
'Bid_Volume': 0.072,
'Spread': 1.400000000000091,
'Close_Price': 1375.6},
Timestamp('2022-11-10 09:41:34.011014'): {'Ask': 1377.4,
'Bid': 1374.9,
'Ask_Volume': 0.072,
'Bid_Volume': 0.316,
'Spread': 2.5,
'Close_Price': 1377.4},
Timestamp('2022-11-10 09:42:38.528209'): {'Ask': 1378.8,
'Bid': 1378.1,
'Ask_Volume': 0.073,
'Bid_Volume': 0.64,
'Spread': 0.7000000000000455,
'Close_Price': 1378.2},
Timestamp('2022-11-10 09:43:42.591013'): {'Ask': 1375.6,
'Bid': 1374.3,
'Ask_Volume': 0.001,
'Bid_Volume': 0.31,
'Spread': 1.2999999999999545,
'Close_Price': 1375.6},
Timestamp('2022-11-10 09:44:46.504048'): {'Ask': 1374.4,
'Bid': 1374.2,
'Ask_Volume': 0.001,
'Bid_Volume': 0.073,
'Spread': 0.20000000000004547,
'Close_Price': 1375.0},
Timestamp('2022-11-10 09:45:50.542204'): {'Ask': 1377.6,
'Bid': 1376.0,
'Ask_Volume': 0.073,
'Bid_Volume': 0.003,
'Spread': 1.599999999999909,
'Close_Price': 1377.6},
Timestamp('2022-11-10 09:46:54.704811'): {'Ask': 1373.4,
'Bid': 1372.6,
'Ask_Volume': 2.327,
'Bid_Volume': 0.002,
'Spread': 0.8000000000001819,
'Close_Price': 1373.4},
Timestamp('2022-11-10 09:47:58.708392'): {'Ask': 1371.3,
'Bid': 1371.2,
'Ask_Volume': 0.065,
'Bid_Volume': 0.001,
'Spread': 0.09999999999990905,
'Close_Price': 1371.3},
Timestamp('2022-11-10 09:49:02.740324'): {'Ask': 1374.0,
'Bid': 1372.7,
'Ask_Volume': 0.028,
'Bid_Volume': 0.001,
'Spread': 1.2999999999999545,
'Close_Price': 1372.9},
Timestamp('2022-11-10 09:50:06.658321'): {'Ask': 1369.4,
'Bid': 1368.1,
'Ask_Volume': 0.067,
'Bid_Volume': 2.535,
'Spread': 1.300000000000182,
'Close_Price': 1369.4},
Timestamp('2022-11-10 09:51:10.695317'): {'Ask': 1419.9,
'Bid': 1418.4,
'Ask_Volume': 0.313,
'Bid_Volume': 0.021,
'Spread': 1.5,
'Close_Price': 1415.6},
Timestamp('2022-11-10 09:52:14.945929'): {'Ask': 1406.5,
'Bid': 1404.8,
'Ask_Volume': 5.25,
'Bid_Volume': 0.001,
'Spread': 1.7000000000000455,
'Close_Price': 1404.8},
Timestamp('2022-11-10 09:53:19.174931'): {'Ask': 1429.0,
'Bid': 1425.6,
'Ask_Volume': 0.307,
'Bid_Volume': 4.044,
'Spread': 3.400000000000091,
'Close_Price': 1425.6},
Timestamp('2022-11-10 09:54:23.243970'): {'Ask': 1412.6,
'Bid': 1410.2,
'Ask_Volume': 0.003,
'Bid_Volume': 5.25,
'Spread': 2.3999999999998636,
'Close_Price': 1412.0},
Timestamp('2022-11-10 09:55:27.562914'): {'Ask': 1407.1,
'Bid': 1407.0,
'Ask_Volume': 0.014,
'Bid_Volume': 12.332,
'Spread': 0.09999999999990905,
'Close_Price': 1408.3},
Timestamp('2022-11-10 09:56:32.775296'): {'Ask': 1403.9,
'Bid': 1402.2,
'Ask_Volume': 0.071,
'Bid_Volume': 0.05,
'Spread': 1.7000000000000455,
'Close_Price': 1403.9},
Timestamp('2022-11-10 09:57:39.983660'): {'Ask': 1396.0,
'Bid': 1395.8,
'Ask_Volume': 9.928,
'Bid_Volume': 0.012,
'Spread': 0.20000000000004547,
'Close_Price': 1396.0},
Timestamp('2022-11-10 09:58:45.658707'): {'Ask': 1416.7,
'Bid': 1412.8,
'Ask_Volume': 3.524,
'Bid_Volume': 2.207,
'Spread': 3.900000000000091,
'Close_Price': 1412.7},
Timestamp('2022-11-10 09:59:52.704866'): {'Ask': 1431.9,
'Bid': 1429.2,
'Ask_Volume': 0.088,
'Bid_Volume': 3.169,
'Spread': 2.7000000000000455,
'Close_Price': 1431.9},
Timestamp('2022-11-10 10:00:56.884026'): {'Ask': 1436.2,
'Bid': 1434.0,
'Ask_Volume': 0.303,
'Bid_Volume': 2.279,
'Spread': 2.2000000000000455,
'Close_Price': 1436.2},
Timestamp('2022-11-10 10:02:01.477157'): {'Ask': 1446.0,
'Bid': 1444.7,
'Ask_Volume': 0.001,
'Bid_Volume': 0.332,
'Spread': 1.2999999999999545,
'Close_Price': 1444.7},
Timestamp('2022-11-10 10:03:05.487149'): {'Ask': 1436.9,
'Bid': 1435.2,
'Ask_Volume': 0.001,
'Bid_Volume': 0.024,
'Spread': 1.7000000000000455,
'Close_Price': 1436.8},
Timestamp('2022-11-10 10:04:09.532437'): {'Ask': 1420.0,
'Bid': 1419.9,
'Ask_Volume': 1330.851,
'Bid_Volume': 0.21,
'Spread': 0.09999999999990905,
'Close_Price': 1420.0},
Timestamp('2022-11-10 10:05:13.631048'): {'Ask': 1446.1,
'Bid': 1441.3,
'Ask_Volume': 0.156,
'Bid_Volume': 0.069,
'Spread': 4.7999999999999545,
'Close_Price': 1444.5},
Timestamp('2022-11-10 10:06:20.671989'): {'Ask': 1455.0,
'Bid': 1454.7,
'Ask_Volume': 4.409,
'Bid_Volume': 0.204,
'Spread': 0.2999999999999545,
'Close_Price': 1454.9},
Timestamp('2022-11-10 10:07:24.726174'): {'Ask': 1458.9,
'Bid': 1458.1,
'Ask_Volume': 0.056,
'Bid_Volume': 0.077,
'Spread': 0.8000000000001819,
'Close_Price': 1461.2},
Timestamp('2022-11-10 10:08:29.205327'): {'Ask': 1437.8,
'Bid': 1431.3,
'Ask_Volume': 0.253,
'Bid_Volume': 0.068,
'Spread': 6.5,
'Close_Price': 1431.3},
Timestamp('2022-11-10 10:09:33.281240'): {'Ask': 1448.4,
'Bid': 1445.8,
'Ask_Volume': 0.016,
'Bid_Volume': 0.001,
'Spread': 2.6000000000001364,
'Close_Price': 1448.3},
Timestamp('2022-11-10 10:10:37.454569'): {'Ask': 1474.0,
'Bid': 1471.8,
'Ask_Volume': 0.626,
'Bid_Volume': 0.008,
'Spread': 2.2000000000000455,
'Close_Price': 1474.0},
Timestamp('2022-11-10 10:11:43.062217'): {'Ask': 1480.0,
'Bid': 1476.8,
'Ask_Volume': 0.001,
'Bid_Volume': 0.059,
'Spread': 3.2000000000000455,
'Close_Price': 1490.1},
Timestamp('2022-11-10 10:12:50.688218'): {'Ask': 1464.0,
'Bid': 1458.4,
'Ask_Volume': 0.004,
'Bid_Volume': 0.033,
'Spread': 5.599999999999909,
'Close_Price': 1458.4},
Timestamp('2022-11-10 10:13:55.698116'): {'Ask': 1464.8,
'Bid': 1459.7,
'Ask_Volume': 0.163,
'Bid_Volume': 0.038,
'Spread': 5.099999999999909,
'Close_Price': 1464.0},
Timestamp('2022-11-10 10:14:59.897255'): {'Ask': 1497.7,
'Bid': 1493.6,
'Ask_Volume': 0.007,
'Bid_Volume': 7.118,
'Spread': 4.100000000000136,
'Close_Price': 1493.6},
Timestamp('2022-11-10 10:16:04.393786'): {'Ask': 1517.7,
'Bid': 1512.0,
'Ask_Volume': 0.018,
'Bid_Volume': 202.641,
'Spread': 5.7000000000000455,
'Close_Price': 1514.0},
Timestamp('2022-11-10 10:17:09.999747'): {'Ask': 1517.2,
'Bid': 1515.6,
'Ask_Volume': 0.05,
'Bid_Volume': 0.058,
'Spread': 1.6000000000001364,
'Close_Price': 1515.6},
Timestamp('2022-11-10 10:18:14.037100'): {'Ask': 1529.9,
'Bid': 1524.0,
'Ask_Volume': 0.001,
'Bid_Volume': 0.019,
'Spread': 5.900000000000091,
'Close_Price': 1527.8},
Timestamp('2022-11-10 10:19:18.219276'): {'Ask': 1519.4,
'Bid': 1519.3,
'Ask_Volume': 0.017,
'Bid_Volume': 0.042,
'Spread': 0.10000000000013642,
'Close_Price': 1519.4},
Timestamp('2022-11-10 10:20:22.370608'): {'Ask': 1532.0,
'Bid': 1528.3,
'Ask_Volume': 0.012,
'Bid_Volume': 1.651,
'Spread': 3.7000000000000455,
'Close_Price': 1527.9},
Timestamp('2022-11-10 10:21:26.421877'): {'Ask': 1546.9,
'Bid': 1544.9,
'Ask_Volume': 0.001,
'Bid_Volume': 1.225,
'Spread': 2.0,
'Close_Price': 1544.9},
Timestamp('2022-11-10 10:22:34.328141'): {'Ask': 1540.0,
'Bid': 1539.6,
'Ask_Volume': 102.482,
'Bid_Volume': 0.014,
'Spread': 0.40000000000009095,
'Close_Price': 1539.8},
Timestamp('2022-11-10 10:23:39.949650'): {'Ask': 1500.0,
'Bid': 1480.9,
'Ask_Volume': 169.701,
'Bid_Volume': 1.287,
'Spread': 19.09999999999991,
'Close_Price': 1499.0},
Timestamp('2022-11-10 10:24:45.063962'): {'Ask': 1479.4,
'Bid': 1478.1,
'Ask_Volume': 0.001,
'Bid_Volume': 7.276,
'Spread': 1.300000000000182,
'Close_Price': 1479.4},
Timestamp('2022-11-10 10:25:48.134186'): {'Ask': 1474.9,
'Bid': 1472.6,
'Ask_Volume': 7.335,
'Bid_Volume': 0.017,
'Spread': 2.300000000000182,
'Close_Price': 1475.0},
Timestamp('2022-11-10 10:26:52.766609'): {'Ask': 1451.9,
'Bid': 1448.1,
'Ask_Volume': 0.071,
'Bid_Volume': 0.068,
'Spread': 3.800000000000182,
'Close_Price': 1449.4},
Timestamp('2022-11-10 10:28:00.746138'): {'Ask': 1443.5,
'Bid': 1442.0,
'Ask_Volume': 5.806,
'Bid_Volume': 0.005,
'Spread': 1.5,
'Close_Price': 1443.5},
Timestamp('2022-11-10 10:29:07.301749'): {'Ask': 1437.5,
'Bid': 1435.5,
'Ask_Volume': 0.055,
'Bid_Volume': 0.05,
'Spread': 2.0,
'Close_Price': 1435.5},
Timestamp('2022-11-10 10:30:12.172124'): {'Ask': 1431.9,
'Bid': 1427.4,
'Ask_Volume': 2.217,
'Bid_Volume': 7.376,
'Spread': 4.5,
'Close_Price': 1428.6},
Timestamp('2022-11-10 10:31:16.734750'): {'Ask': 1410.8,
'Bid': 1401.1,
'Ask_Volume': 0.01,
'Bid_Volume': 0.193,
'Spread': 9.700000000000045,
'Close_Price': 1401.1},
Timestamp('2022-11-10 10:32:21.547108'): {'Ask': 1411.0,
'Bid': 1400.9,
'Ask_Volume': 111.754,
'Bid_Volume': 1.794,
'Spread': 10.099999999999909,
'Close_Price': 1406.0}},
'cex': {Timestamp('2022-11-10 09:28:35.644735'): {'Ask': 1319.48,
'Bid': 1318.5,
'Ask_Volume': 6.117579,
'Bid_Volume': 0.5,
'Spread': 0.9800000000000182,
'Close_Price': 1223.99},
Timestamp('2022-11-10 09:29:46.394854'): {'Ask': 1321.25,
'Bid': 1320.1,
'Ask_Volume': 0.6,
'Bid_Volume': 0.5,
'Spread': 1.150000000000091,
'Close_Price': 1225.04},
Timestamp('2022-11-10 09:30:50.346266'): {'Ask': 1321.56,
'Bid': 1320.34,
'Ask_Volume': 1.2,
'Bid_Volume': 1.28564,
'Spread': 1.2200000000000273,
'Close_Price': 1225.02},
Timestamp('2022-11-10 09:31:54.430854'): {'Ask': 1315.78,
'Bid': 1315.51,
'Ask_Volume': 0.194946,
'Bid_Volume': 0.194966,
'Spread': 0.2699999999999818,
'Close_Price': 1214.05},
Timestamp('2022-11-10 09:32:58.546607'): {'Ask': 1312.04,
'Bid': 1309.42,
'Ask_Volume': 1.2,
'Bid_Volume': 1.0,
'Spread': 2.619999999999891,
'Close_Price': 1206.36},
Timestamp('2022-11-10 09:34:02.628608'): {'Ask': 1314.26,
'Bid': 1314.15,
'Ask_Volume': 0.195059,
'Bid_Volume': 1.0,
'Spread': 0.10999999999989996,
'Close_Price': 1196.55},
Timestamp('2022-11-10 09:35:07.529575'): {'Ask': 1314.26,
'Bid': 1313.98,
'Ask_Volume': 0.195059,
'Bid_Volume': 0.156989,
'Spread': 0.2799999999999727,
'Close_Price': 1176.03},
Timestamp('2022-11-10 09:36:11.639433'): {'Ask': 1312.18,
'Bid': 1311.91,
'Ask_Volume': 0.195213,
'Bid_Volume': 0.195233,
'Spread': 0.2699999999999818,
'Close_Price': 1173.1},
Timestamp('2022-11-10 09:37:15.949923'): {'Ask': 1307.58,
'Bid': 1305.88,
'Ask_Volume': 1.115049,
'Bid_Volume': 0.5,
'Spread': 1.699999999999818,
'Close_Price': 1182.93},
Timestamp('2022-11-10 09:38:20.035781'): {'Ask': 1306.96,
'Bid': 1306.69,
'Ask_Volume': 0.195603,
'Bid_Volume': 0.195622,
'Spread': 0.2699999999999818,
'Close_Price': 1186.52},
Timestamp('2022-11-10 09:39:24.174198'): {'Ask': 1311.41,
'Bid': 1309.55,
'Ask_Volume': 6.891487,
'Bid_Volume': 0.6,
'Spread': 1.8600000000001273,
'Close_Price': 1178.89},
Timestamp('2022-11-10 09:40:29.660220'): {'Ask': 1309.55,
'Bid': 1309.48,
'Ask_Volume': 0.19541,
'Bid_Volume': 0.5,
'Spread': 0.06999999999993634,
'Close_Price': 1170.9},
Timestamp('2022-11-10 09:41:34.011014'): {'Ask': 1313.85,
'Bid': 1312.84,
'Ask_Volume': 8.0,
'Bid_Volume': 0.6,
'Spread': 1.009999999999991,
'Close_Price': 1169.38},
Timestamp('2022-11-10 09:42:38.528209'): {'Ask': 1315.73,
'Bid': 1315.37,
'Ask_Volume': 1.267856,
'Bid_Volume': 6.234509,
'Spread': 0.36000000000012733,
'Close_Price': 1155.23},
Timestamp('2022-11-10 09:43:42.591013'): {'Ask': 1314.48,
'Bid': 1313.66,
'Ask_Volume': 6.521977,
'Bid_Volume': 0.195103,
'Spread': 0.8199999999999363,
'Close_Price': 1169.14},
Timestamp('2022-11-10 09:44:46.504048'): {'Ask': 1312.84,
'Bid': 1312.78,
'Ask_Volume': 1.2,
'Bid_Volume': 1.112834,
'Spread': 0.05999999999994543,
'Close_Price': 1162.61},
Timestamp('2022-11-10 09:45:50.542204'): {'Ask': 1314.29,
'Bid': 1313.66,
'Ask_Volume': 8.0,
'Bid_Volume': 0.195103,
'Spread': 0.6299999999998818,
'Close_Price': 1166.07},
Timestamp('2022-11-10 09:46:54.704811'): {'Ask': 1312.5,
'Bid': 1312.42,
'Ask_Volume': 8.0,
'Bid_Volume': 0.195194,
'Spread': 0.07999999999992724,
'Close_Price': 1169.99},
Timestamp('2022-11-10 09:47:58.708392'): {'Ask': 1309.6,
'Bid': 1309.0,
'Ask_Volume': 1.2,
'Bid_Volume': 0.514438,
'Spread': 0.599999999999909,
'Close_Price': 1177.09},
Timestamp('2022-11-10 09:49:02.740324'): {'Ask': 1309.04,
'Bid': 1308.78,
'Ask_Volume': 0.564832,
'Bid_Volume': 0.195466,
'Spread': 0.2599999999999909,
'Close_Price': 1173.86},
Timestamp('2022-11-10 09:50:06.658321'): {'Ask': 1308.34,
'Bid': 1307.64,
'Ask_Volume': 0.6,
'Bid_Volume': 1.115017,
'Spread': 0.6999999999998181,
'Close_Price': 1175.65},
Timestamp('2022-11-10 09:51:10.695317'): {'Ask': 1313.85,
'Bid': 1312.62,
'Ask_Volume': 0.6,
'Bid_Volume': 1.1129,
'Spread': 1.2300000000000182,
'Close_Price': 1174.0},
Timestamp('2022-11-10 09:52:14.945929'): {'Ask': 1313.45,
'Bid': 1313.18,
'Ask_Volume': 0.195119,
'Bid_Volume': 0.195138,
'Spread': 0.2699999999999818,
'Close_Price': 1170.89},
Timestamp('2022-11-10 09:53:19.174931'): {'Ask': 1313.17,
'Bid': 1312.91,
'Ask_Volume': 0.19514,
'Bid_Volume': 0.398519,
'Spread': 0.2599999999999909,
'Close_Price': 1169.4},
Timestamp('2022-11-10 09:54:23.243970'): {'Ask': 1311.67,
'Bid': 1311.41,
'Ask_Volume': 0.195251,
'Bid_Volume': 6.3054,
'Spread': 0.2599999999999909,
'Close_Price': 1165.34},
Timestamp('2022-11-10 09:55:27.562914'): {'Ask': 1308.16,
'Bid': 1307.89,
'Ask_Volume': 0.195513,
'Bid_Volume': 0.195533,
'Spread': 0.2699999999999818,
'Close_Price': 1163.13},
Timestamp('2022-11-10 09:56:32.775296'): {'Ask': 1309.61,
'Bid': 1309.34,
'Ask_Volume': 0.195405,
'Bid_Volume': 0.195425,
'Spread': 0.2699999999999818,
'Close_Price': 1156.03},
Timestamp('2022-11-10 09:57:39.983660'): {'Ask': 1310.75,
'Bid': 1309.64,
'Ask_Volume': 1.113699,
'Bid_Volume': 0.5,
'Spread': 1.1099999999999,
'Close_Price': 1163.49},
Timestamp('2022-11-10 09:58:45.658707'): {'Ask': 1319.6,
'Bid': 1319.24,
'Ask_Volume': 0.5,
'Bid_Volume': 1.110106,
'Spread': 0.35999999999989996,
'Close_Price': 1163.43},
Timestamp('2022-11-10 09:59:52.704866'): {'Ask': 1320.3,
'Bid': 1320.02,
'Ask_Volume': 0.194613,
'Bid_Volume': 0.156716,
'Spread': 0.2799999999999727,
'Close_Price': 1162.52},
Timestamp('2022-11-10 10:00:56.884026'): {'Ask': 1317.4,
'Bid': 1317.12,
'Ask_Volume': 0.194827,
'Bid_Volume': 0.194846,
'Spread': 0.2800000000002001,
'Close_Price': 1174.05},
Timestamp('2022-11-10 10:02:01.477157'): {'Ask': 1316.12,
'Bid': 1314.52,
'Ask_Volume': 1.8,
'Bid_Volume': 1.288484,
'Spread': 1.599999999999909,
'Close_Price': 1183.29},
Timestamp('2022-11-10 10:03:05.487149'): {'Ask': 1310.9,
'Bid': 1308.99,
'Ask_Volume': 1.486817,
'Bid_Volume': 1.0,
'Spread': 1.9100000000000819,
'Close_Price': 1183.71},
Timestamp('2022-11-10 10:04:09.532437'): {'Ask': 1311.53,
'Bid': 1311.26,
'Ask_Volume': 0.195262,
'Bid_Volume': 0.195281,
'Spread': 0.2699999999999818,
'Close_Price': 1178.13},
Timestamp('2022-11-10 10:05:13.631048'): {'Ask': 1319.1,
'Bid': 1317.9,
'Ask_Volume': 1.286248,
'Bid_Volume': 0.5,
'Spread': 1.199999999999818,
'Close_Price': 1177.31},
Timestamp('2022-11-10 10:06:20.671989'): {'Ask': 1322.5,
'Bid': 1321.64,
'Ask_Volume': 1.108741,
'Bid_Volume': 1.2,
'Spread': 0.8599999999999,
'Close_Price': 1180.75},
Timestamp('2022-11-10 10:07:24.726174'): {'Ask': 1325.89,
'Bid': 1325.03,
'Ask_Volume': 1.107323,
'Bid_Volume': 0.150738,
'Spread': 0.8600000000001273,
'Close_Price': 1178.9},
Timestamp('2022-11-10 10:08:29.205327'): {'Ask': 1325.89,
'Bid': 1325.08,
'Ask_Volume': 1.107323,
'Bid_Volume': 0.5,
'Spread': 0.8100000000001728,
'Close_Price': 1183.49},
Timestamp('2022-11-10 10:09:33.281240'): {'Ask': 1329.02,
'Bid': 1328.13,
'Ask_Volume': 1.106018,
'Bid_Volume': 1.2,
'Spread': 0.8899999999998727,
'Close_Price': 1180.3},
Timestamp('2022-11-10 10:10:37.454569'): {'Ask': 1329.58,
'Bid': 1328.86,
'Ask_Volume': 1.105787,
'Bid_Volume': 0.6,
'Spread': 0.7200000000000273,
'Close_Price': 1177.85},
Timestamp('2022-11-10 10:11:43.062217'): {'Ask': 1327.49,
'Bid': 1327.25,
'Ask_Volume': 2.02474,
'Bid_Volume': 1.106749,
'Spread': 0.2400000000000091,
'Close_Price': 1181.04},
Timestamp('2022-11-10 10:12:50.688218'): {'Ask': 1325.8,
'Bid': 1325.22,
'Ask_Volume': 1.0,
'Bid_Volume': 0.344956,
'Spread': 0.5799999999999272,
'Close_Price': 1181.4},
Timestamp('2022-11-10 10:13:55.698116'): {'Ask': 1327.09,
'Bid': 1326.83,
'Ask_Volume': 0.194114,
'Bid_Volume': 0.201648,
'Spread': 0.2599999999999909,
'Close_Price': 1177.79},
Timestamp('2022-11-10 10:14:59.897255'): {'Ask': 1329.4,
'Bid': 1329.13,
'Ask_Volume': 0.193945,
'Bid_Volume': 0.314287,
'Spread': 0.2699999999999818,
'Close_Price': 1179.85},
Timestamp('2022-11-10 10:16:04.393786'): {'Ask': 1331.71,
'Bid': 1330.54,
'Ask_Volume': 1.1049,
'Bid_Volume': 0.193861,
'Spread': 1.1700000000000728,
'Close_Price': 1167.14},
Timestamp('2022-11-10 10:17:09.999747'): {'Ask': 1341.38,
'Bid': 1339.59,
'Ask_Volume': 0.17,
'Bid_Volume': 1.2,
'Spread': 1.790000000000191,
'Close_Price': 1167.85},
Timestamp('2022-11-10 10:18:14.037100'): {'Ask': 1343.04,
'Bid': 1342.92,
'Ask_Volume': 1.274733,
'Bid_Volume': 0.5,
'Spread': 0.11999999999989086,
'Close_Price': 1170.32},
Timestamp('2022-11-10 10:19:18.219276'): {'Ask': 1336.36,
'Bid': 1334.82,
'Ask_Volume': 1.277916,
'Bid_Volume': 0.5,
'Spread': 1.5399999999999636,
'Close_Price': 1169.38},
Timestamp('2022-11-10 10:20:22.370608'): {'Ask': 1331.2,
'Bid': 1330.65,
'Ask_Volume': 1.105113,
'Bid_Volume': 2.301033,
'Spread': 0.5499999999999545,
'Close_Price': 1166.2},
Timestamp('2022-11-10 10:21:26.421877'): {'Ask': 1335.4,
'Bid': 1335.12,
'Ask_Volume': 0.193509,
'Bid_Volume': 0.193528,
'Spread': 0.2800000000002001,
'Close_Price': 1166.14},
Timestamp('2022-11-10 10:22:34.328141'): {'Ask': 1336.52,
'Bid': 1334.88,
'Ask_Volume': 0.5,
'Bid_Volume': 2.085048,
'Spread': 1.6399999999998727,
'Close_Price': 1159.27},
Timestamp('2022-11-10 10:23:39.949650'): {'Ask': 1332.75,
'Bid': 1331.48,
'Ask_Volume': 8.0,
'Bid_Volume': 6.554769,
'Spread': 1.2699999999999818,
'Close_Price': 1160.19},
Timestamp('2022-11-10 10:24:45.063962'): {'Ask': 1332.75,
'Bid': 1331.48,
'Ask_Volume': 8.0,
'Bid_Volume': 6.554769,
'Spread': 1.2699999999999818,
'Close_Price': 1160.19},
Timestamp('2022-11-10 10:25:48.134186'): {'Ask': 1333.61,
'Bid': 1333.33,
'Ask_Volume': 0.193639,
'Bid_Volume': 0.193658,
'Spread': 0.2799999999999727,
'Close_Price': 1166.58},
Timestamp('2022-11-10 10:26:52.766609'): {'Ask': 1335.4,
'Bid': 1335.13,
'Ask_Volume': 0.193509,
'Bid_Volume': 0.051365,
'Spread': 0.2699999999999818,
'Close_Price': 1158.44},
Timestamp('2022-11-10 10:28:00.746138'): {'Ask': 1341.92,
'Bid': 1341.17,
'Ask_Volume': 1.100688,
'Bid_Volume': 6.484881,
'Spread': 0.75,
'Close_Price': 1164.63},
Timestamp('2022-11-10 10:29:07.301749'): {'Ask': 1346.83,
'Bid': 1346.16,
'Ask_Volume': 1.098681,
'Bid_Volume': 2.380883,
'Spread': 0.6699999999998454,
'Close_Price': 1160.51},
Timestamp('2022-11-10 10:30:12.172124'): {'Ask': 1346.66,
'Bid': 1345.47,
'Ask_Volume': 1.098751,
'Bid_Volume': 0.192782,
'Spread': 1.1900000000000546,
'Close_Price': 1161.9},
Timestamp('2022-11-10 10:31:16.734750'): {'Ask': 1337.96,
'Bid': 1337.94,
'Ask_Volume': 2.83344,
'Bid_Volume': 0.932319,
'Spread': 0.01999999999998181,
'Close_Price': 1167.95},
Timestamp('2022-11-10 10:32:21.547108'): {'Ask': 1339.43,
'Bid': 1339.15,
'Ask_Volume': 0.193218,
'Bid_Volume': 0.193237,
'Spread': 0.2799999999999727,
'Close_Price': 1168.59}}}
datos_solana, avance_solana = main.descarga_de_datos(ticker_2)
avance_solana
{'kraken': {Timestamp('2022-11-10 10:48:16.803532'): {'Ask': 19.01,
'Bid': 19.0,
'Ask_Volume': 377.863,
'Bid_Volume': 33421.102,
'Spread': 0.010000000000001563,
'Close_Price': 19.0},
Timestamp('2022-11-10 10:49:32.720856'): {'Ask': 19.02,
'Bid': 19.01,
'Ask_Volume': 405.84,
'Bid_Volume': 58.0,
'Spread': 0.00999999999999801,
'Close_Price': 19.01},
Timestamp('2022-11-10 10:50:38.295411'): {'Ask': 19.1,
'Bid': 18.99,
'Ask_Volume': 83.245,
'Bid_Volume': 59.555,
'Spread': 0.11000000000000298,
'Close_Price': 19.19},
Timestamp('2022-11-10 10:51:43.193787'): {'Ask': 19.04,
'Bid': 18.95,
'Ask_Volume': 33.706,
'Bid_Volume': 187.673,
'Spread': 0.08999999999999986,
'Close_Price': 18.94},
Timestamp('2022-11-10 10:52:47.350236'): {'Ask': 18.94,
'Bid': 18.91,
'Ask_Volume': 9.117,
'Bid_Volume': 33.798,
'Spread': 0.030000000000001137,
'Close_Price': 18.92},
Timestamp('2022-11-10 10:53:52.172307'): {'Ask': 19.0,
'Bid': 18.92,
'Ask_Volume': 55.779,
'Bid_Volume': 64.999,
'Spread': 0.0799999999999983,
'Close_Price': 18.92},
Timestamp('2022-11-10 10:54:56.144525'): {'Ask': 18.97,
'Bid': 18.9,
'Ask_Volume': 58.0,
'Bid_Volume': 25978.657,
'Spread': 0.07000000000000028,
'Close_Price': 18.96},
Timestamp('2022-11-10 10:56:00.312885'): {'Ask': 18.91,
'Bid': 18.9,
'Ask_Volume': 68.433,
'Bid_Volume': 24781.625,
'Spread': 0.010000000000001563,
'Close_Price': 18.9},
Timestamp('2022-11-10 10:57:04.313167'): {'Ask': 18.93,
'Bid': 18.9,
'Ask_Volume': 696.067,
'Bid_Volume': 24137.921,
'Spread': 0.030000000000001137,
'Close_Price': 18.9},
Timestamp('2022-11-10 10:58:11.625959'): {'Ask': 18.91,
'Bid': 18.9,
'Ask_Volume': 1.404,
'Bid_Volume': 21333.435,
'Spread': 0.010000000000001563,
'Close_Price': 18.9},
Timestamp('2022-11-10 10:59:16.604536'): {'Ask': 18.91,
'Bid': 18.9,
'Ask_Volume': 334.08,
'Bid_Volume': 11683.521,
'Spread': 0.010000000000001563,
'Close_Price': 18.9},
Timestamp('2022-11-10 11:00:20.586572'): {'Ask': 18.8,
'Bid': 18.79,
'Ask_Volume': 1.404,
'Bid_Volume': 104.362,
'Spread': 0.010000000000001563,
'Close_Price': 18.79},
Timestamp('2022-11-10 11:01:24.650615'): {'Ask': 18.39,
'Bid': 18.26,
'Ask_Volume': 189.61,
'Bid_Volume': 71.991,
'Spread': 0.129999999999999,
'Close_Price': 18.26},
Timestamp('2022-11-10 11:02:28.628026'): {'Ask': 17.84,
'Bid': 17.78,
'Ask_Volume': 141.72,
'Bid_Volume': 77.516,
'Spread': 0.05999999999999872,
'Close_Price': 17.81},
Timestamp('2022-11-10 11:03:32.878283'): {'Ask': 17.79,
'Bid': 17.78,
'Ask_Volume': 108.298,
'Bid_Volume': 233.454,
'Spread': 0.00999999999999801,
'Close_Price': 17.79},
Timestamp('2022-11-10 11:04:37.084207'): {'Ask': 17.83,
'Bid': 17.77,
'Ask_Volume': 303.305,
'Bid_Volume': 323.304,
'Spread': 0.05999999999999872,
'Close_Price': 17.83},
Timestamp('2022-11-10 11:05:41.114985'): {'Ask': 17.68,
'Bid': 17.67,
'Ask_Volume': 60.0,
'Bid_Volume': 0.001,
'Spread': 0.00999999999999801,
'Close_Price': 17.59},
Timestamp('2022-11-10 11:06:47.463621'): {'Ask': 17.55,
'Bid': 17.5,
'Ask_Volume': 60.0,
'Bid_Volume': 84.441,
'Spread': 0.05000000000000071,
'Close_Price': 17.5},
Timestamp('2022-11-10 11:07:51.562846'): {'Ask': 17.59,
'Bid': 17.54,
'Ask_Volume': 308.823,
'Bid_Volume': 42.005,
'Spread': 0.05000000000000071,
'Close_Price': 17.52},
Timestamp('2022-11-10 11:08:56.745463'): {'Ask': 17.6,
'Bid': 17.57,
'Ask_Volume': 69.192,
'Bid_Volume': 21.794,
'Spread': 0.030000000000001137,
'Close_Price': 17.6},
Timestamp('2022-11-10 11:10:01.841086'): {'Ask': 17.43,
'Bid': 17.42,
'Ask_Volume': 362.06,
'Bid_Volume': 0.001,
'Spread': 0.00999999999999801,
'Close_Price': 17.42},
Timestamp('2022-11-10 11:11:07.080485'): {'Ask': 17.47,
'Bid': 17.45,
'Ask_Volume': 24.541,
'Bid_Volume': 200.156,
'Spread': 0.019999999999999574,
'Close_Price': 17.47},
Timestamp('2022-11-10 11:12:11.516249'): {'Ask': 17.61,
'Bid': 17.57,
'Ask_Volume': 7.915,
'Bid_Volume': 614.24,
'Spread': 0.03999999999999915,
'Close_Price': 17.61},
Timestamp('2022-11-10 11:13:15.804330'): {'Ask': 17.58,
'Bid': 17.55,
'Ask_Volume': 161.681,
'Bid_Volume': 2.0,
'Spread': 0.029999999999997584,
'Close_Price': 17.57},
Timestamp('2022-11-10 11:14:20.735077'): {'Ask': 17.59,
'Bid': 17.56,
'Ask_Volume': 414.472,
'Bid_Volume': 77.412,
'Spread': 0.030000000000001137,
'Close_Price': 17.56},
Timestamp('2022-11-10 11:15:24.885367'): {'Ask': 17.56,
'Bid': 17.55,
'Ask_Volume': 603.548,
'Bid_Volume': 695.021,
'Spread': 0.00999999999999801,
'Close_Price': 17.54},
Timestamp('2022-11-10 11:16:29.098419'): {'Ask': 17.7,
'Bid': 17.66,
'Ask_Volume': 125.31,
'Bid_Volume': 98.842,
'Spread': 0.03999999999999915,
'Close_Price': 17.52},
Timestamp('2022-11-10 11:17:33.580246'): {'Ask': 17.51,
'Bid': 17.5,
'Ask_Volume': 78.691,
'Bid_Volume': 314.964,
'Spread': 0.010000000000001563,
'Close_Price': 17.52},
Timestamp('2022-11-10 11:18:38.000241'): {'Ask': 17.65,
'Bid': 17.61,
'Ask_Volume': 66.285,
'Bid_Volume': 2.0,
'Spread': 0.03999999999999915,
'Close_Price': 17.68},
Timestamp('2022-11-10 11:19:43.518327'): {'Ask': 17.58,
'Bid': 17.56,
'Ask_Volume': 522.0,
'Bid_Volume': 49.233,
'Spread': 0.019999999999999574,
'Close_Price': 17.55},
Timestamp('2022-11-10 11:20:49.218519'): {'Ask': 17.55,
'Bid': 17.5,
'Ask_Volume': 214.237,
'Bid_Volume': 10.727,
'Spread': 0.05000000000000071,
'Close_Price': 17.52},
Timestamp('2022-11-10 11:21:53.484904'): {'Ask': 17.73,
'Bid': 17.7,
'Ask_Volume': 262.5,
'Bid_Volume': 50.178,
'Spread': 0.030000000000001137,
'Close_Price': 17.75},
Timestamp('2022-11-10 11:22:57.674665'): {'Ask': 17.76,
'Bid': 17.72,
'Ask_Volume': 1011.915,
'Bid_Volume': 8.467,
'Spread': 0.0400000000000027,
'Close_Price': 17.72},
Timestamp('2022-11-10 11:24:01.748705'): {'Ask': 17.71,
'Bid': 17.66,
'Ask_Volume': 271.068,
'Bid_Volume': 74.504,
'Spread': 0.05000000000000071,
'Close_Price': 17.71},
Timestamp('2022-11-10 11:25:06.307597'): {'Ask': 17.74,
'Bid': 17.67,
'Ask_Volume': 60.0,
'Bid_Volume': 64.633,
'Spread': 0.06999999999999673,
'Close_Price': 17.71},
Timestamp('2022-11-10 11:26:11.483459'): {'Ask': 17.7,
'Bid': 17.69,
'Ask_Volume': 270.602,
'Bid_Volume': 132.916,
'Spread': 0.00999999999999801,
'Close_Price': 17.69},
Timestamp('2022-11-10 11:27:19.801638'): {'Ask': 17.63,
'Bid': 17.62,
'Ask_Volume': 262.5,
'Bid_Volume': 1376.445,
'Spread': 0.00999999999999801,
'Close_Price': 17.65},
Timestamp('2022-11-10 11:28:24.340255'): {'Ask': 17.46,
'Bid': 17.41,
'Ask_Volume': 43.177,
'Bid_Volume': 53.715,
'Spread': 0.05000000000000071,
'Close_Price': 17.41},
Timestamp('2022-11-10 11:29:28.770872'): {'Ask': 17.56,
'Bid': 17.48,
'Ask_Volume': 8.231,
'Bid_Volume': 147.885,
'Spread': 0.0799999999999983,
'Close_Price': 17.45},
Timestamp('2022-11-10 11:30:34.580912'): {'Ask': 17.51,
'Bid': 17.48,
'Ask_Volume': 2.0,
'Bid_Volume': 42.377,
'Spread': 0.030000000000001137,
'Close_Price': 17.51},
Timestamp('2022-11-10 11:31:39.706037'): {'Ask': 17.39,
'Bid': 17.38,
'Ask_Volume': 97.375,
'Bid_Volume': 68.703,
'Spread': 0.010000000000001563,
'Close_Price': 17.38},
Timestamp('2022-11-10 11:32:45.398478'): {'Ask': 17.26,
'Bid': 17.24,
'Ask_Volume': 24.925,
'Bid_Volume': 8.45,
'Spread': 0.020000000000003126,
'Close_Price': 17.26},
Timestamp('2022-11-10 11:33:51.633704'): {'Ask': 17.05,
'Bid': 17.03,
'Ask_Volume': 56.793,
'Bid_Volume': 64.333,
'Spread': 0.019999999999999574,
'Close_Price': 17.02},
Timestamp('2022-11-10 11:35:01.426216'): {'Ask': 16.81,
'Bid': 16.77,
'Ask_Volume': 320.257,
'Bid_Volume': 37.504,
'Spread': 0.03999999999999915,
'Close_Price': 16.79},
Timestamp('2022-11-10 11:36:10.719244'): {'Ask': 16.84,
'Bid': 16.81,
'Ask_Volume': 66.069,
'Bid_Volume': 60.0,
'Spread': 0.030000000000001137,
'Close_Price': 16.84},
Timestamp('2022-11-10 11:37:18.732415'): {'Ask': 16.76,
'Bid': 16.75,
'Ask_Volume': 209.473,
'Bid_Volume': 282.526,
'Spread': 0.010000000000001563,
'Close_Price': 16.75},
Timestamp('2022-11-10 11:38:24.126225'): {'Ask': 16.72,
'Bid': 16.62,
'Ask_Volume': 83.929,
'Bid_Volume': 68.262,
'Spread': 0.09999999999999787,
'Close_Price': 16.64},
Timestamp('2022-11-10 11:39:29.063151'): {'Ask': 16.46,
'Bid': 16.4,
'Ask_Volume': 39.482,
'Bid_Volume': 34.618,
'Spread': 0.060000000000002274,
'Close_Price': 16.4},
Timestamp('2022-11-10 11:40:33.824078'): {'Ask': 16.6,
'Bid': 16.56,
'Ask_Volume': 47.673,
'Bid_Volume': 221.381,
'Spread': 0.0400000000000027,
'Close_Price': 16.62},
Timestamp('2022-11-10 11:41:38.437848'): {'Ask': 16.65,
'Bid': 16.61,
'Ask_Volume': 34.155,
'Bid_Volume': 661.249,
'Spread': 0.03999999999999915,
'Close_Price': 16.63},
Timestamp('2022-11-10 11:42:44.468366'): {'Ask': 16.63,
'Bid': 16.59,
'Ask_Volume': 47.732,
'Bid_Volume': 79.219,
'Spread': 0.03999999999999915,
'Close_Price': 16.61},
Timestamp('2022-11-10 11:43:52.514910'): {'Ask': 16.61,
'Bid': 16.6,
'Ask_Volume': 339.385,
'Bid_Volume': 214.68,
'Spread': 0.00999999999999801,
'Close_Price': 16.6},
Timestamp('2022-11-10 11:44:58.577832'): {'Ask': 16.47,
'Bid': 16.4,
'Ask_Volume': 109.711,
'Bid_Volume': 100.682,
'Spread': 0.07000000000000028,
'Close_Price': 16.38},
Timestamp('2022-11-10 11:46:05.057611'): {'Ask': 16.46,
'Bid': 16.45,
'Ask_Volume': 6.172,
'Bid_Volume': 391.988,
'Spread': 0.010000000000001563,
'Close_Price': 16.45},
Timestamp('2022-11-10 11:47:11.353268'): {'Ask': 16.54,
'Bid': 16.5,
'Ask_Volume': 9.136,
'Bid_Volume': 640.79,
'Spread': 0.03999999999999915,
'Close_Price': 16.54},
Timestamp('2022-11-10 11:48:19.189128'): {'Ask': 16.62,
'Bid': 16.54,
'Ask_Volume': 43.0,
'Bid_Volume': 20.0,
'Spread': 0.08000000000000185,
'Close_Price': 16.53},
Timestamp('2022-11-10 11:49:26.921931'): {'Ask': 16.53,
'Bid': 16.5,
'Ask_Volume': 147.688,
'Bid_Volume': 704.626,
'Spread': 0.030000000000001137,
'Close_Price': 16.5},
Timestamp('2022-11-10 11:50:31.876262'): {'Ask': 16.67,
'Bid': 16.66,
'Ask_Volume': 0.001,
'Bid_Volume': 814.631,
'Spread': 0.010000000000001563,
'Close_Price': 16.67},
Timestamp('2022-11-10 11:51:36.672924'): {'Ask': 16.71,
'Bid': 16.68,
'Ask_Volume': 67.882,
'Bid_Volume': 11.49,
'Spread': 0.030000000000001137,
'Close_Price': 16.73},
Timestamp('2022-11-10 11:52:42.531208'): {'Ask': 16.66,
'Bid': 16.62,
'Ask_Volume': 75.526,
'Bid_Volume': 48.477,
'Spread': 0.03999999999999915,
'Close_Price': 16.64}},
'ftx': {Timestamp('2022-11-10 10:48:16.803532'): {'Ask': 19.9875,
'Bid': 19.75,
'Ask_Volume': 0.16,
'Bid_Volume': 1.01,
'Spread': 0.2375000000000007,
'Close_Price': 19.75},
Timestamp('2022-11-10 10:49:32.720856'): {'Ask': 19.925,
'Bid': 19.7125,
'Ask_Volume': 5.08,
'Bid_Volume': 0.06,
'Spread': 0.21250000000000213,
'Close_Price': 19.715},
Timestamp('2022-11-10 10:50:38.295411'): {'Ask': 19.5875,
'Bid': 19.56,
'Ask_Volume': 5.07,
'Bid_Volume': 20.04,
'Spread': 0.027499999999999858,
'Close_Price': 19.59},
Timestamp('2022-11-10 10:51:43.193787'): {'Ask': 19.8875,
'Bid': 19.8,
'Ask_Volume': 5.03,
'Bid_Volume': 478.39,
'Spread': 0.08749999999999858,
'Close_Price': 19.8},
Timestamp('2022-11-10 10:52:47.350236'): {'Ask': 19.5125,
'Bid': 19.3725,
'Ask_Volume': 4.05,
'Bid_Volume': 2.76,
'Spread': 0.14000000000000057,
'Close_Price': 19.3725},
Timestamp('2022-11-10 10:53:52.172307'): {'Ask': 18.8,
'Bid': 18.6925,
'Ask_Volume': 527.45,
'Bid_Volume': 1.0,
'Spread': 0.1075000000000017,
'Close_Price': 18.8},
Timestamp('2022-11-10 10:54:56.144525'): {'Ask': 18.65,
'Bid': 18.56,
'Ask_Volume': 10.09,
'Bid_Volume': 108.28,
'Spread': 0.08999999999999986,
'Close_Price': 18.65},
Timestamp('2022-11-10 10:56:00.312885'): {'Ask': 18.5775,
'Bid': 18.4725,
'Ask_Volume': 22.07,
'Bid_Volume': 1.55,
'Spread': 0.10500000000000043,
'Close_Price': 18.48},
Timestamp('2022-11-10 10:57:04.313167'): {'Ask': 18.64,
'Bid': 18.545,
'Ask_Volume': 5.39,
'Bid_Volume': 0.16,
'Spread': 0.09499999999999886,
'Close_Price': 18.545},
Timestamp('2022-11-10 10:58:11.625959'): {'Ask': 18.5475,
'Bid': 18.4,
'Ask_Volume': 5.4,
'Bid_Volume': 57.76,
'Spread': 0.14750000000000085,
'Close_Price': 18.43},
Timestamp('2022-11-10 10:59:16.604536'): {'Ask': 19.2,
'Bid': 19.1875,
'Ask_Volume': 0.29,
'Bid_Volume': 2.52,
'Spread': 0.01249999999999929,
'Close_Price': 19.185},
Timestamp('2022-11-10 11:00:20.586572'): {'Ask': 19.4,
'Bid': 19.395,
'Ask_Volume': 0.01,
'Bid_Volume': 25.37,
'Spread': 0.004999999999999005,
'Close_Price': 19.395},
Timestamp('2022-11-10 11:01:24.650615'): {'Ask': 18.985,
'Bid': 18.8625,
'Ask_Volume': 5.14,
'Bid_Volume': 0.24,
'Spread': 0.12249999999999872,
'Close_Price': 18.985},
Timestamp('2022-11-10 11:02:28.628026'): {'Ask': 19.0025,
'Bid': 18.8,
'Ask_Volume': 1.0,
'Bid_Volume': 8.52,
'Spread': 0.20250000000000057,
'Close_Price': 18.8625},
Timestamp('2022-11-10 11:03:32.878283'): {'Ask': 19.0025,
'Bid': 19.0,
'Ask_Volume': 1.41,
'Bid_Volume': 129.69,
'Spread': 0.002500000000001279,
'Close_Price': 19.0},
Timestamp('2022-11-10 11:04:37.084207'): {'Ask': 18.755,
'Bid': 18.7175,
'Ask_Volume': 45.85,
'Bid_Volume': 0.13,
'Spread': 0.03749999999999787,
'Close_Price': 18.755},
Timestamp('2022-11-10 11:05:41.114985'): {'Ask': 18.5875,
'Bid': 18.54,
'Ask_Volume': 5.37,
'Bid_Volume': 4.31,
'Spread': 0.04749999999999943,
'Close_Price': 18.6775},
Timestamp('2022-11-10 11:06:47.463621'): {'Ask': 18.6825,
'Bid': 18.68,
'Ask_Volume': 0.01,
'Bid_Volume': 0.1,
'Spread': 0.002500000000001279,
'Close_Price': 18.68},
Timestamp('2022-11-10 11:07:51.562846'): {'Ask': 18.68,
'Bid': 18.6775,
'Ask_Volume': 0.39,
'Bid_Volume': 4491.26,
'Spread': 0.002500000000001279,
'Close_Price': 18.6775},
Timestamp('2022-11-10 11:08:56.745463'): {'Ask': 18.7325,
'Bid': 18.68,
'Ask_Volume': 1.17,
'Bid_Volume': 1.67,
'Spread': 0.05250000000000199,
'Close_Price': 18.68},
Timestamp('2022-11-10 11:10:01.841086'): {'Ask': 18.9225,
'Bid': 18.8175,
'Ask_Volume': 5.35,
'Bid_Volume': 0.04,
'Spread': 0.10500000000000043,
'Close_Price': 18.75},
Timestamp('2022-11-10 11:11:07.080485'): {'Ask': 18.71,
'Bid': 18.6775,
'Ask_Volume': 5.33,
'Bid_Volume': 3527.05,
'Spread': 0.032500000000002416,
'Close_Price': 18.71},
Timestamp('2022-11-10 11:12:11.516249'): {'Ask': 19.1775,
'Bid': 18.935,
'Ask_Volume': 5.35,
'Bid_Volume': 0.02,
'Spread': 0.24249999999999972,
'Close_Price': 18.9425},
Timestamp('2022-11-10 11:13:15.804330'): {'Ask': 19.5025,
'Bid': 19.5,
'Ask_Volume': 0.15,
'Bid_Volume': 3550.24,
'Spread': 0.002500000000001279,
'Close_Price': 19.5},
Timestamp('2022-11-10 11:14:20.735077'): {'Ask': 19.505,
'Bid': 19.4025,
'Ask_Volume': 5.12,
'Bid_Volume': 0.35,
'Spread': 0.10249999999999915,
'Close_Price': 19.5025},
Timestamp('2022-11-10 11:15:24.885367'): {'Ask': 18.9825,
'Bid': 18.945,
'Ask_Volume': 54.48,
'Bid_Volume': 0.01,
'Spread': 0.03750000000000142,
'Close_Price': 18.9825},
Timestamp('2022-11-10 11:16:29.098419'): {'Ask': 18.93,
'Bid': 18.8925,
'Ask_Volume': 5.29,
'Bid_Volume': 5.11,
'Spread': 0.03750000000000142,
'Close_Price': 18.8925},
Timestamp('2022-11-10 11:17:33.580246'): {'Ask': 18.6375,
'Bid': 18.56,
'Ask_Volume': 0.19,
'Bid_Volume': 6.32,
'Spread': 0.07750000000000057,
'Close_Price': 18.6375},
Timestamp('2022-11-10 11:18:38.000241'): {'Ask': 18.5025,
'Bid': 18.445,
'Ask_Volume': 5.41,
'Bid_Volume': 5.06,
'Spread': 0.057500000000000995,
'Close_Price': 18.4625},
Timestamp('2022-11-10 11:19:43.518327'): {'Ask': 18.4875,
'Bid': 18.405,
'Ask_Volume': 9.81,
'Bid_Volume': 0.26,
'Spread': 0.08249999999999957,
'Close_Price': 18.405},
Timestamp('2022-11-10 11:20:49.218519'): {'Ask': 18.5375,
'Bid': 18.43,
'Ask_Volume': 0.32,
'Bid_Volume': 9.67,
'Spread': 0.1075000000000017,
'Close_Price': 18.435},
Timestamp('2022-11-10 11:21:53.484904'): {'Ask': 18.3325,
'Bid': 18.3025,
'Ask_Volume': 5.49,
'Bid_Volume': 5.47,
'Spread': 0.030000000000001137,
'Close_Price': 18.3025},
Timestamp('2022-11-10 11:22:57.674665'): {'Ask': 18.305,
'Bid': 18.3,
'Ask_Volume': 8.05,
'Bid_Volume': 903.1,
'Spread': 0.004999999999999005,
'Close_Price': 18.305},
Timestamp('2022-11-10 11:24:01.748705'): {'Ask': 18.305,
'Bid': 18.3,
'Ask_Volume': 6.94,
'Bid_Volume': 837.78,
'Spread': 0.004999999999999005,
'Close_Price': 18.3},
Timestamp('2022-11-10 11:25:06.307597'): {'Ask': 18.51,
'Bid': 18.38,
'Ask_Volume': 0.06,
'Bid_Volume': 110.76,
'Spread': 0.13000000000000256,
'Close_Price': 18.51},
Timestamp('2022-11-10 11:26:11.483459'): {'Ask': 18.4175,
'Bid': 18.375,
'Ask_Volume': 5.41,
'Bid_Volume': 0.42,
'Spread': 0.042500000000000426,
'Close_Price': 18.4175},
Timestamp('2022-11-10 11:27:19.801638'): {'Ask': 18.33,
'Bid': 18.3275,
'Ask_Volume': 2.12,
'Bid_Volume': 0.2,
'Spread': 0.0024999999999977263,
'Close_Price': 18.33},
Timestamp('2022-11-10 11:28:24.340255'): {'Ask': 18.525,
'Bid': 18.5,
'Ask_Volume': 5.44,
'Bid_Volume': 338.87,
'Spread': 0.02499999999999858,
'Close_Price': 18.5},
Timestamp('2022-11-10 11:29:28.770872'): {'Ask': 18.645,
'Bid': 18.58,
'Ask_Volume': 5.36,
'Bid_Volume': 0.13,
'Spread': 0.06500000000000128,
'Close_Price': 18.58},
Timestamp('2022-11-10 11:30:34.580912'): {'Ask': 18.635,
'Bid': 18.5725,
'Ask_Volume': 0.59,
'Bid_Volume': 0.39,
'Spread': 0.0625,
'Close_Price': 18.5725},
Timestamp('2022-11-10 11:31:39.706037'): {'Ask': 18.5775,
'Bid': 18.56,
'Ask_Volume': 5.38,
'Bid_Volume': 0.1,
'Spread': 0.017500000000001847,
'Close_Price': 18.5775},
Timestamp('2022-11-10 11:32:45.398478'): {'Ask': 18.6875,
'Bid': 18.5575,
'Ask_Volume': 0.1,
'Bid_Volume': 18146.72,
'Spread': 0.129999999999999,
'Close_Price': 18.56},
Timestamp('2022-11-10 11:33:51.633704'): {'Ask': 18.88,
'Bid': 18.8125,
'Ask_Volume': 14.99,
'Bid_Volume': 0.36,
'Spread': 0.067499999999999,
'Close_Price': 18.8125},
Timestamp('2022-11-10 11:35:01.426216'): {'Ask': 18.9425,
'Bid': 18.83,
'Ask_Volume': 5.26,
'Bid_Volume': 1.0,
'Spread': 0.11250000000000071,
'Close_Price': 18.8975},
Timestamp('2022-11-10 11:36:10.719244'): {'Ask': 18.985,
'Bid': 18.9775,
'Ask_Volume': 5.27,
'Bid_Volume': 5.27,
'Spread': 0.007500000000000284,
'Close_Price': 18.9875},
Timestamp('2022-11-10 11:37:18.732415'): {'Ask': 19.12,
'Bid': 19.0325,
'Ask_Volume': 49.99,
'Bid_Volume': 0.21,
'Spread': 0.08750000000000213,
'Close_Price': 19.0325},
Timestamp('2022-11-10 11:38:24.126225'): {'Ask': 18.98,
'Bid': 18.9775,
'Ask_Volume': 1.42,
'Bid_Volume': 0.84,
'Spread': 0.002500000000001279,
'Close_Price': 18.975},
Timestamp('2022-11-10 11:39:29.063151'): {'Ask': 18.9775,
'Bid': 18.975,
'Ask_Volume': 11.5,
'Bid_Volume': 14256.58,
'Spread': 0.0024999999999977263,
'Close_Price': 18.975},
Timestamp('2022-11-10 11:40:33.824078'): {'Ask': 18.9775,
'Bid': 18.975,
'Ask_Volume': 13.54,
'Bid_Volume': 9.9,
'Spread': 0.0024999999999977263,
'Close_Price': 18.975},
Timestamp('2022-11-10 11:41:38.437848'): {'Ask': 18.88,
'Bid': 18.8,
'Ask_Volume': 5.61,
'Bid_Volume': 10.53,
'Spread': 0.0799999999999983,
'Close_Price': 18.8},
Timestamp('2022-11-10 11:42:44.468366'): {'Ask': 18.8225,
'Bid': 18.7525,
'Ask_Volume': 7.47,
'Bid_Volume': 0.01,
'Spread': 0.07000000000000028,
'Close_Price': 18.7525},
Timestamp('2022-11-10 11:43:52.514910'): {'Ask': 18.825,
'Bid': 18.76,
'Ask_Volume': 1.81,
'Bid_Volume': 5.32,
'Spread': 0.06499999999999773,
'Close_Price': 18.815},
Timestamp('2022-11-10 11:44:58.577832'): {'Ask': 18.7975,
'Bid': 18.7525,
'Ask_Volume': 5.32,
'Bid_Volume': 0.23,
'Spread': 0.04499999999999815,
'Close_Price': 18.775},
Timestamp('2022-11-10 11:46:05.057611'): {'Ask': 18.7975,
'Bid': 18.755,
'Ask_Volume': 5.32,
'Bid_Volume': 1.33,
'Spread': 0.042500000000000426,
'Close_Price': 18.755},
Timestamp('2022-11-10 11:47:11.353268'): {'Ask': 18.685,
'Bid': 18.6025,
'Ask_Volume': 0.01,
'Bid_Volume': 0.02,
'Spread': 0.08249999999999957,
'Close_Price': 18.6025},
Timestamp('2022-11-10 11:48:19.189128'): {'Ask': 18.89,
'Bid': 18.8,
'Ask_Volume': 5.36,
'Bid_Volume': 0.2,
'Spread': 0.08999999999999986,
'Close_Price': 18.89},
Timestamp('2022-11-10 11:49:26.921931'): {'Ask': 18.655,
'Bid': 18.6525,
'Ask_Volume': 0.01,
'Bid_Volume': 44.78,
'Spread': 0.002500000000001279,
'Close_Price': 18.6525},
Timestamp('2022-11-10 11:50:31.876262'): {'Ask': 18.655,
'Bid': 18.65,
'Ask_Volume': 23.67,
'Bid_Volume': 824.89,
'Spread': 0.005000000000002558,
'Close_Price': 18.65},
Timestamp('2022-11-10 11:51:36.672924'): {'Ask': 18.6575,
'Bid': 18.65,
'Ask_Volume': 5.52,
'Bid_Volume': 177.76,
'Spread': 0.007500000000000284,
'Close_Price': 18.65},
Timestamp('2022-11-10 11:52:42.531208'): {'Ask': 18.64,
'Bid': 18.5575,
'Ask_Volume': 27.01,
'Bid_Volume': 15533.78,
'Spread': 0.08249999999999957,
'Close_Price': 18.64}},
'cex': {Timestamp('2022-11-10 10:48:16.803532'): {'Ask': 18.2486,
'Bid': 18.2485,
'Ask_Volume': 3.752947,
'Bid_Volume': 0.762727,
'Spread': 9.999999999976694e-05,
'Close_Price': 16.8395},
Timestamp('2022-11-10 10:49:32.720856'): {'Ask': 18.2494,
'Bid': 18.2213,
'Ask_Volume': 0.76271,
'Bid_Volume': 39.902508,
'Spread': 0.028100000000002012,
'Close_Price': 16.7964},
Timestamp('2022-11-10 10:50:38.295411'): {'Ask': 18.2494,
'Bid': 18.2213,
'Ask_Volume': 0.76271,
'Bid_Volume': 39.968752,
'Spread': 0.028100000000002012,
'Close_Price': 16.7759},
Timestamp('2022-11-10 10:51:43.193787'): {'Ask': 18.2587,
'Bid': 18.2306,
'Ask_Volume': 0.762515,
'Bid_Volume': 39.968752,
'Spread': 0.028100000000002012,
'Close_Price': 16.9782},
Timestamp('2022-11-10 10:52:47.350236'): {'Ask': 18.2587,
'Bid': 18.2306,
'Ask_Volume': 0.762515,
'Bid_Volume': 38.731063,
'Spread': 0.028100000000002012,
'Close_Price': 16.9782},
Timestamp('2022-11-10 10:53:52.172307'): {'Ask': 18.3286,
'Bid': 18.3004,
'Ask_Volume': 38.731063,
'Bid_Volume': 0.761645,
'Spread': 0.02820000000000178,
'Close_Price': 17.0427},
Timestamp('2022-11-10 10:54:56.144525'): {'Ask': 18.3287,
'Bid': 18.3004,
'Ask_Volume': 0.761059,
'Bid_Volume': 0.761645,
'Spread': 0.028300000000001546,
'Close_Price': 17.0427},
Timestamp('2022-11-10 10:56:00.312885'): {'Ask': 18.2558,
'Bid': 18.2277,
'Ask_Volume': 0.762576,
'Bid_Volume': 40.149438,
'Spread': 0.028100000000002012,
'Close_Price': 16.7004},
Timestamp('2022-11-10 10:57:04.313167'): {'Ask': 18.2558,
'Bid': 18.2277,
'Ask_Volume': 0.762576,
'Bid_Volume': 39.201677,
'Spread': 0.028100000000002012,
'Close_Price': 16.6592},
Timestamp('2022-11-10 10:58:11.625959'): {'Ask': 18.2557,
'Bid': 18.2276,
'Ask_Volume': 39.201677,
'Bid_Volume': 0.763164,
'Spread': 0.028100000000002012,
'Close_Price': 16.6592},
Timestamp('2022-11-10 10:59:16.604536'): {'Ask': 18.0931,
'Bid': 18.0652,
'Ask_Volume': 40.961318,
'Bid_Volume': 0.766587,
'Spread': 0.027899999999998926,
'Close_Price': 16.527},
Timestamp('2022-11-10 11:00:20.586572'): {'Ask': 18.0462,
'Bid': 17.973,
'Ask_Volume': 40.961318,
'Bid_Volume': 1.026093,
'Spread': 0.07319999999999993,
'Close_Price': 16.527},
Timestamp('2022-11-10 11:01:24.650615'): {'Ask': 17.7051,
'Bid': 17.6777,
'Ask_Volume': 0.774346,
'Bid_Volume': 0.774943,
'Spread': 0.02740000000000009,
'Close_Price': 16.6084},
Timestamp('2022-11-10 11:02:28.628026'): {'Ask': 17.7051,
'Bid': 17.6778,
'Ask_Volume': 0.774346,
'Bid_Volume': 39.57861,
'Spread': 0.027300000000000324,
'Close_Price': 16.6526},
Timestamp('2022-11-10 11:03:32.878283'): {'Ask': 17.7051,
'Bid': 17.6778,
'Ask_Volume': 0.774346,
'Bid_Volume': 39.57861,
'Spread': 0.027300000000000324,
'Close_Price': 16.6526},
Timestamp('2022-11-10 11:04:37.084207'): {'Ask': 17.7051,
'Bid': 17.6777,
'Ask_Volume': 0.774346,
'Bid_Volume': 0.774943,
'Spread': 0.02740000000000009,
'Close_Price': 16.859},
Timestamp('2022-11-10 11:05:41.114985'): {'Ask': 17.7051,
'Bid': 17.6777,
'Ask_Volume': 0.774346,
'Bid_Volume': 0.774943,
'Spread': 0.02740000000000009,
'Close_Price': 16.7872},
Timestamp('2022-11-10 11:06:47.463621'): {'Ask': 17.68,
'Bid': 17.6576,
'Ask_Volume': 41.292204,
'Bid_Volume': 0.775385,
'Spread': 0.022400000000001086,
'Close_Price': 16.6518},
Timestamp('2022-11-10 11:07:51.562846'): {'Ask': 17.6848,
'Bid': 17.6576,
'Ask_Volume': 41.292204,
'Bid_Volume': 0.775385,
'Spread': 0.027200000000000557,
'Close_Price': 16.6518},
Timestamp('2022-11-10 11:08:56.745463'): {'Ask': 17.5839,
'Bid': 17.5568,
'Ask_Volume': 0.777011,
'Bid_Volume': 38.848835,
'Spread': 0.02710000000000079,
'Close_Price': 16.6511},
Timestamp('2022-11-10 11:10:01.841086'): {'Ask': 17.5816,
'Bid': 17.5567,
'Ask_Volume': 38.848835,
'Bid_Volume': 0.777609,
'Spread': 0.024900000000002365,
'Close_Price': 16.6511},
Timestamp('2022-11-10 11:11:07.080485'): {'Ask': 17.5612,
'Bid': 17.5341,
'Ask_Volume': 0.777511,
'Bid_Volume': 0.77811,
'Spread': 0.02710000000000079,
'Close_Price': 16.6767},
Timestamp('2022-11-10 11:12:11.516249'): {'Ask': 17.5813,
'Bid': 17.5542,
'Ask_Volume': 0.777068,
'Bid_Volume': 41.236809,
'Spread': 0.027099999999997237,
'Close_Price': 16.7998},
Timestamp('2022-11-10 11:13:15.804330'): {'Ask': 17.5813,
'Bid': 17.5542,
'Ask_Volume': 0.777068,
'Bid_Volume': 38.790196,
'Spread': 0.027099999999997237,
'Close_Price': 16.7998},
Timestamp('2022-11-10 11:14:20.735077'): {'Ask': 17.5812,
'Bid': 17.5542,
'Ask_Volume': 38.790196,
'Bid_Volume': 38.790196,
'Spread': 0.02699999999999747,
'Close_Price': 16.9673},
Timestamp('2022-11-10 11:15:24.885367'): {'Ask': 17.5379,
'Bid': 17.5109,
'Ask_Volume': 39.585157,
'Bid_Volume': 0.778625,
'Spread': 0.027000000000001023,
'Close_Price': 16.8196},
Timestamp('2022-11-10 11:16:29.098419'): {'Ask': 17.518,
'Bid': 17.4911,
'Ask_Volume': 0.778469,
'Bid_Volume': 41.503165,
'Spread': 0.026900000000001256,
'Close_Price': 16.858},
Timestamp('2022-11-10 11:17:33.580246'): {'Ask': 17.5179,
'Bid': 17.491,
'Ask_Volume': 41.503165,
'Bid_Volume': 0.779069,
'Spread': 0.026900000000001256,
'Close_Price': 16.9012},
Timestamp('2022-11-10 11:18:38.000241'): {'Ask': 17.518,
'Bid': 17.4911,
'Ask_Volume': 0.778469,
'Bid_Volume': 39.484345,
'Spread': 0.026900000000001256,
'Close_Price': 16.8789},
Timestamp('2022-11-10 11:19:43.518327'): {'Ask': 17.518,
'Bid': 17.491,
'Ask_Volume': 0.778469,
'Bid_Volume': 0.779069,
'Spread': 0.027000000000001023,
'Close_Price': 16.6845},
Timestamp('2022-11-10 11:20:49.218519'): {'Ask': 17.518,
'Bid': 17.4911,
'Ask_Volume': 0.778469,
'Bid_Volume': 40.838792,
'Spread': 0.026900000000001256,
'Close_Price': 16.82},
Timestamp('2022-11-10 11:21:53.484904'): {'Ask': 17.558,
'Bid': 17.531,
'Ask_Volume': 0.777582,
'Bid_Volume': 40.838792,
'Spread': 0.027000000000001023,
'Close_Price': 16.6017},
Timestamp('2022-11-10 11:22:57.674665'): {'Ask': 17.6198,
'Bid': 17.5709,
'Ask_Volume': 0.899332,
'Bid_Volume': 27.777294,
'Spread': 0.04889999999999972,
'Close_Price': 16.3434},
Timestamp('2022-11-10 11:24:01.748705'): {'Ask': 17.6616,
'Bid': 17.65,
'Ask_Volume': 0.775298,
'Bid_Volume': 44.324928,
'Spread': 0.011600000000001387,
'Close_Price': 16.2399},
Timestamp('2022-11-10 11:25:06.307597'): {'Ask': 17.6616,
'Bid': 17.65,
'Ask_Volume': 0.775298,
'Bid_Volume': 30.513688,
'Spread': 0.011600000000001387,
'Close_Price': 16.2399},
Timestamp('2022-11-10 11:26:11.483459'): {'Ask': 17.7374,
'Bid': 17.6501,
'Ask_Volume': 41.854973,
'Bid_Volume': 41.854973,
'Spread': 0.0873000000000026,
'Close_Price': 16.0919},
Timestamp('2022-11-10 11:27:19.801638'): {'Ask': 17.669,
'Bid': 17.65,
'Ask_Volume': 38.471917,
'Bid_Volume': 6.267958,
'Spread': 0.019000000000001904,
'Close_Price': 16.0991},
Timestamp('2022-11-10 11:28:24.340255'): {'Ask': 17.5428,
'Bid': 17.3671,
'Ask_Volume': 38.471917,
'Bid_Volume': 38.471917,
'Spread': 0.17569999999999908,
'Close_Price': 16.202},
Timestamp('2022-11-10 11:29:28.770872'): {'Ask': 17.4073,
'Bid': 17.3805,
'Ask_Volume': 0.780941,
'Bid_Volume': 40.042068,
'Spread': 0.026799999999997937,
'Close_Price': 16.455},
Timestamp('2022-11-10 11:30:34.580912'): {'Ask': 17.4073,
'Bid': 17.3806,
'Ask_Volume': 0.780941,
'Bid_Volume': 38.985195,
'Spread': 0.02669999999999817,
'Close_Price': 16.455},
Timestamp('2022-11-10 11:31:39.706037'): {'Ask': 17.4073,
'Bid': 17.3804,
'Ask_Volume': 0.780941,
'Bid_Volume': 0.781542,
'Spread': 0.026899999999997704,
'Close_Price': 16.455},
Timestamp('2022-11-10 11:32:45.398478'): {'Ask': 17.3874,
'Bid': 17.3606,
'Ask_Volume': 40.016831,
'Bid_Volume': 0.781988,
'Spread': 0.026799999999997937,
'Close_Price': 16.42},
Timestamp('2022-11-10 11:33:51.633704'): {'Ask': 17.1868,
'Bid': 17.1151,
'Ask_Volume': 40.016831,
'Bid_Volume': 1.051497,
'Spread': 0.07169999999999987,
'Close_Price': 16.275},
Timestamp('2022-11-10 11:35:01.426216'): {'Ask': 16.84,
'Bid': 16.8141,
'Ask_Volume': 41.212354,
'Bid_Volume': 0.794596,
'Spread': 0.025900000000000034,
'Close_Price': 16.4037},
Timestamp('2022-11-10 11:36:10.719244'): {'Ask': 16.8638,
'Bid': 16.8379,
'Ask_Volume': 41.212354,
'Bid_Volume': 0.794034,
'Spread': 0.025900000000000034,
'Close_Price': 16.4037},
Timestamp('2022-11-10 11:37:18.732415'): {'Ask': 16.8379,
'Bid': 16.8187,
'Ask_Volume': 41.286758,
'Bid_Volume': 0.794487,
'Spread': 0.019200000000001438,
'Close_Price': 16.244},
Timestamp('2022-11-10 11:38:24.126225'): {'Ask': 16.648,
'Bid': 16.6224,
'Ask_Volume': 41.286758,
'Bid_Volume': 0.799165,
'Spread': 0.025600000000000733,
'Close_Price': 16.0},
Timestamp('2022-11-10 11:39:29.063151'): {'Ask': 16.4979,
'Bid': 16.48,
'Ask_Volume': 39.490598,
'Bid_Volume': 10.0,
'Spread': 0.017900000000000915,
'Close_Price': 16.0459},
Timestamp('2022-11-10 11:40:33.824078'): {'Ask': 16.5414,
'Bid': 16.5159,
'Ask_Volume': 0.801122,
'Bid_Volume': 40.600714,
'Spread': 0.025500000000000966,
'Close_Price': 16.0395},
Timestamp('2022-11-10 11:41:38.437848'): {'Ask': 16.6122,
'Bid': 16.6001,
'Ask_Volume': 0.799412,
'Bid_Volume': 18.009661,
'Spread': 0.012100000000000222,
'Close_Price': 16.0395},
Timestamp('2022-11-10 11:42:44.468366'): {'Ask': 16.6311,
'Bid': 16.6122,
'Ask_Volume': 0.798956,
'Bid_Volume': 0.004215,
'Spread': 0.018899999999998585,
'Close_Price': 16.0},
Timestamp('2022-11-10 11:43:52.514910'): {'Ask': 16.6123,
'Bid': 16.5867,
'Ask_Volume': 0.79941,
'Bid_Volume': 41.720413,
'Spread': 0.025600000000000733,
'Close_Price': 16.0001},
Timestamp('2022-11-10 11:44:58.577832'): {'Ask': 16.4093,
'Bid': 16.3842,
'Ask_Volume': 41.375183,
'Bid_Volume': 41.375183,
'Spread': 0.0251000000000019,
'Close_Price': 15.9721},
Timestamp('2022-11-10 11:46:05.057611'): {'Ask': 16.4094,
'Bid': 16.3842,
'Ask_Volume': 0.804336,
'Bid_Volume': 41.375183,
'Spread': 0.025200000000001666,
'Close_Price': 15.9673},
Timestamp('2022-11-10 11:47:11.353268'): {'Ask': 16.4094,
'Bid': 16.3842,
'Ask_Volume': 0.804336,
'Bid_Volume': 39.119352,
'Spread': 0.025200000000001666,
'Close_Price': 15.9},
Timestamp('2022-11-10 11:48:19.189128'): {'Ask': 16.4094,
'Bid': 16.3842,
'Ask_Volume': 0.804336,
'Bid_Volume': 39.119352,
'Spread': 0.025200000000001666,
'Close_Price': 15.7469},
Timestamp('2022-11-10 11:49:26.921931'): {'Ask': 16.4094,
'Bid': 16.3841,
'Ask_Volume': 0.804336,
'Bid_Volume': 0.804955,
'Spread': 0.025300000000001432,
'Close_Price': 15.7469},
Timestamp('2022-11-10 11:50:31.876262'): {'Ask': 16.6212,
'Bid': 16.4029,
'Ask_Volume': 12.573731,
'Bid_Volume': 38.066575,
'Spread': 0.21830000000000283,
'Close_Price': 15.68},
Timestamp('2022-11-10 11:51:36.672924'): {'Ask': 16.6608,
'Bid': 16.6351,
'Ask_Volume': 0.798246,
'Bid_Volume': 38.066575,
'Spread': 0.025699999999996948,
'Close_Price': 15.6795},
Timestamp('2022-11-10 11:52:42.531208'): {'Ask': 16.6608,
'Bid': 16.635,
'Ask_Volume': 0.798246,
'Bid_Volume': 0.798861,
'Spread': 0.025799999999996714,
'Close_Price': 15.6795}}}
datos_bitcoin, avance_bitcoin = main.descarga_de_datos(ticker_3)
avance_bitcoin
{'kraken': {Timestamp('2022-11-10 11:56:15.503641'): {'Ask': 17134.6,
'Bid': 17134.5,
'Ask_Volume': 2.903,
'Bid_Volume': 0.097,
'Spread': 0.09999999999854481,
'Close_Price': 17134.4},
Timestamp('2022-11-10 11:57:33.979138'): {'Ask': 17142.1,
'Bid': 17132.7,
'Ask_Volume': 0.303,
'Bid_Volume': 0.002,
'Spread': 9.399999999997817,
'Close_Price': 17128.3},
Timestamp('2022-11-10 11:58:40.049564'): {'Ask': 17153.0,
'Bid': 17152.9,
'Ask_Volume': 0.043,
'Bid_Volume': 5.09,
'Spread': 0.09999999999854481,
'Close_Price': 17152.5},
Timestamp('2022-11-10 11:59:44.186095'): {'Ask': 17183.3,
'Bid': 17174.8,
'Ask_Volume': 3.987,
'Bid_Volume': 0.196,
'Spread': 8.5,
'Close_Price': 17186.8},
Timestamp('2022-11-10 12:00:48.200567'): {'Ask': 17216.5,
'Bid': 17208.7,
'Ask_Volume': 0.4,
'Bid_Volume': 0.195,
'Spread': 7.799999999999272,
'Close_Price': 17204.2},
Timestamp('2022-11-10 12:01:52.346278'): {'Ask': 17207.9,
'Bid': 17207.8,
'Ask_Volume': 0.666,
'Bid_Volume': 0.006,
'Spread': 0.10000000000218279,
'Close_Price': 17207.9},
Timestamp('2022-11-10 12:02:58.422499'): {'Ask': 17278.8,
'Bid': 17271.7,
'Ask_Volume': 1.319,
'Bid_Volume': 0.003,
'Spread': 7.099999999998545,
'Close_Price': 17277.8},
Timestamp('2022-11-10 12:04:02.643466'): {'Ask': 17315.9,
'Bid': 17315.8,
'Ask_Volume': 3.956,
'Bid_Volume': 1.0,
'Spread': 0.10000000000218279,
'Close_Price': 17315.8},
Timestamp('2022-11-10 12:05:06.711343'): {'Ask': 17296.6,
'Bid': 17292.8,
'Ask_Volume': 0.55,
'Bid_Volume': 0.558,
'Spread': 3.7999999999992724,
'Close_Price': 17292.6},
Timestamp('2022-11-10 12:06:11.222029'): {'Ask': 17325.1,
'Bid': 17325.0,
'Ask_Volume': 1.068,
'Bid_Volume': 2.021,
'Spread': 0.09999999999854481,
'Close_Price': 17325.1},
Timestamp('2022-11-10 12:07:15.282337'): {'Ask': 17295.7,
'Bid': 17288.5,
'Ask_Volume': 0.025,
'Bid_Volume': 0.588,
'Spread': 7.200000000000728,
'Close_Price': 17297.2},
Timestamp('2022-11-10 12:08:19.560761'): {'Ask': 17322.6,
'Bid': 17318.4,
'Ask_Volume': 2.829,
'Bid_Volume': 0.4,
'Spread': 4.19999999999709,
'Close_Price': 17318.9},
Timestamp('2022-11-10 12:09:23.505187'): {'Ask': 17343.1,
'Bid': 17329.9,
'Ask_Volume': 0.943,
'Bid_Volume': 0.56,
'Spread': 13.19999999999709,
'Close_Price': 17333.4},
Timestamp('2022-11-10 12:10:27.494670'): {'Ask': 17353.5,
'Bid': 17340.9,
'Ask_Volume': 0.1,
'Bid_Volume': 0.225,
'Spread': 12.599999999998545,
'Close_Price': 17352.9},
Timestamp('2022-11-10 12:11:32.407087'): {'Ask': 17437.8,
'Bid': 17428.7,
'Ask_Volume': 0.208,
'Bid_Volume': 1.306,
'Spread': 9.099999999998545,
'Close_Price': 17419.2},
Timestamp('2022-11-10 12:12:37.506533'): {'Ask': 17430.0,
'Bid': 17429.9,
'Ask_Volume': 4.0,
'Bid_Volume': 14.005,
'Spread': 0.09999999999854481,
'Close_Price': 17430.0},
Timestamp('2022-11-10 12:13:44.675987'): {'Ask': 17426.2,
'Bid': 17415.1,
'Ask_Volume': 0.2,
'Bid_Volume': 0.695,
'Spread': 11.100000000002183,
'Close_Price': 17419.9},
Timestamp('2022-11-10 12:14:48.875789'): {'Ask': 17368.1,
'Bid': 17366.9,
'Ask_Volume': 1.474,
'Bid_Volume': 0.198,
'Spread': 1.1999999999970896,
'Close_Price': 17368.0},
Timestamp('2022-11-10 12:15:54.170317'): {'Ask': 17363.6,
'Bid': 17358.7,
'Ask_Volume': 0.001,
'Bid_Volume': 0.399,
'Spread': 4.899999999997817,
'Close_Price': 17361.7},
Timestamp('2022-11-10 12:16:58.344652'): {'Ask': 17367.0,
'Bid': 17366.9,
'Ask_Volume': 2.236,
'Bid_Volume': 0.563,
'Spread': 0.09999999999854481,
'Close_Price': 17367.0},
Timestamp('2022-11-10 12:18:02.351433'): {'Ask': 17342.5,
'Bid': 17342.4,
'Ask_Volume': 2.469,
'Bid_Volume': 0.215,
'Spread': 0.09999999999854481,
'Close_Price': 17342.4},
Timestamp('2022-11-10 12:19:06.385915'): {'Ask': 17350.0,
'Bid': 17349.9,
'Ask_Volume': 37.496,
'Bid_Volume': 0.82,
'Spread': 0.09999999999854481,
'Close_Price': 17350.0},
Timestamp('2022-11-10 12:20:11.373435'): {'Ask': 17367.7,
'Bid': 17367.6,
'Ask_Volume': 6.213,
'Bid_Volume': 0.303,
'Spread': 0.10000000000218279,
'Close_Price': 17367.7},
Timestamp('2022-11-10 12:21:15.312572'): {'Ask': 17344.7,
'Bid': 17335.5,
'Ask_Volume': 0.235,
'Bid_Volume': 0.569,
'Spread': 9.200000000000728,
'Close_Price': 17337.2},
Timestamp('2022-11-10 12:22:20.094155'): {'Ask': 17322.1,
'Bid': 17320.0,
'Ask_Volume': 0.951,
'Bid_Volume': 0.001,
'Spread': 2.099999999998545,
'Close_Price': 17322.2},
Timestamp('2022-11-10 12:23:25.999644'): {'Ask': 17277.4,
'Bid': 17268.7,
'Ask_Volume': 0.116,
'Bid_Volume': 0.116,
'Spread': 8.700000000000728,
'Close_Price': 17254.1},
Timestamp('2022-11-10 12:24:30.090052'): {'Ask': 17240.7,
'Bid': 17236.8,
'Ask_Volume': 0.1,
'Bid_Volume': 1.138,
'Spread': 3.900000000001455,
'Close_Price': 17236.8},
Timestamp('2022-11-10 12:25:34.453113'): {'Ask': 17332.6,
'Bid': 17330.6,
'Ask_Volume': 0.617,
'Bid_Volume': 0.081,
'Spread': 2.0,
'Close_Price': 17327.4},
Timestamp('2022-11-10 12:26:38.563283'): {'Ask': 17296.2,
'Bid': 17287.8,
'Ask_Volume': 0.67,
'Bid_Volume': 4.339,
'Spread': 8.400000000001455,
'Close_Price': 17272.4},
Timestamp('2022-11-10 12:27:42.632501'): {'Ask': 17287.0,
'Bid': 17286.9,
'Ask_Volume': 0.564,
'Bid_Volume': 2.391,
'Spread': 0.09999999999854481,
'Close_Price': 17287.0},
Timestamp('2022-11-10 12:28:46.630550'): {'Ask': 17294.4,
'Bid': 17287.8,
'Ask_Volume': 0.052,
'Bid_Volume': 0.259,
'Spread': 6.600000000002183,
'Close_Price': 17287.8},
Timestamp('2022-11-10 12:29:51.485946'): {'Ask': 17194.7,
'Bid': 17187.5,
'Ask_Volume': 2.32,
'Bid_Volume': 0.56,
'Spread': 7.200000000000728,
'Close_Price': 17194.7},
Timestamp('2022-11-10 12:30:55.625611'): {'Ask': 17218.3,
'Bid': 17217.6,
'Ask_Volume': 0.053,
'Bid_Volume': 0.048,
'Spread': 0.7000000000007276,
'Close_Price': 17201.7},
Timestamp('2022-11-10 12:32:01.829409'): {'Ask': 17229.8,
'Bid': 17227.4,
'Ask_Volume': 0.546,
'Bid_Volume': 0.048,
'Spread': 2.399999999997817,
'Close_Price': 17226.4},
Timestamp('2022-11-10 12:33:05.941445'): {'Ask': 17246.2,
'Bid': 17245.9,
'Ask_Volume': 0.596,
'Bid_Volume': 0.32,
'Spread': 0.2999999999992724,
'Close_Price': 17246.4},
Timestamp('2022-11-10 12:34:09.935074'): {'Ask': 17242.2,
'Bid': 17237.4,
'Ask_Volume': 0.488,
'Bid_Volume': 1.357,
'Spread': 4.799999999999272,
'Close_Price': 17242.9},
Timestamp('2022-11-10 12:35:14.963376'): {'Ask': 17262.9,
'Bid': 17262.8,
'Ask_Volume': 2.086,
'Bid_Volume': 0.098,
'Spread': 0.10000000000218279,
'Close_Price': 17259.4},
Timestamp('2022-11-10 12:36:19.905115'): {'Ask': 17284.2,
'Bid': 17272.0,
'Ask_Volume': 0.45,
'Bid_Volume': 0.127,
'Spread': 12.200000000000728,
'Close_Price': 17290.4},
Timestamp('2022-11-10 12:37:23.880310'): {'Ask': 17276.1,
'Bid': 17266.4,
'Ask_Volume': 0.45,
'Bid_Volume': 0.002,
'Spread': 9.69999999999709,
'Close_Price': 17266.4},
Timestamp('2022-11-10 12:38:27.876420'): {'Ask': 17260.9,
'Bid': 17253.7,
'Ask_Volume': 0.25,
'Bid_Volume': 0.402,
'Spread': 7.200000000000728,
'Close_Price': 17260.8},
Timestamp('2022-11-10 12:39:31.953284'): {'Ask': 17259.4,
'Bid': 17257.6,
'Ask_Volume': 2.666,
'Bid_Volume': 0.402,
'Spread': 1.8000000000029104,
'Close_Price': 17265.8},
Timestamp('2022-11-10 12:40:36.249694'): {'Ask': 17284.2,
'Bid': 17283.4,
'Ask_Volume': 2.645,
'Bid_Volume': 0.002,
'Spread': 0.7999999999992724,
'Close_Price': 17284.2},
Timestamp('2022-11-10 12:41:41.336615'): {'Ask': 17313.2,
'Bid': 17306.1,
'Ask_Volume': 0.618,
'Bid_Volume': 0.002,
'Spread': 7.100000000002183,
'Close_Price': 17311.9},
Timestamp('2022-11-10 12:42:45.392040'): {'Ask': 17330.1,
'Bid': 17325.5,
'Ask_Volume': 2.078,
'Bid_Volume': 0.4,
'Spread': 4.599999999998545,
'Close_Price': 17344.0},
Timestamp('2022-11-10 12:43:49.375911'): {'Ask': 17324.3,
'Bid': 17316.8,
'Ask_Volume': 0.25,
'Bid_Volume': 0.168,
'Spread': 7.5,
'Close_Price': 17337.2},
Timestamp('2022-11-10 12:44:55.391283'): {'Ask': 17320.0,
'Bid': 17319.9,
'Ask_Volume': 1.312,
'Bid_Volume': 0.574,
'Spread': 0.09999999999854481,
'Close_Price': 17314.0},
Timestamp('2022-11-10 12:46:01.469801'): {'Ask': 17303.4,
'Bid': 17303.3,
'Ask_Volume': 10.0,
'Bid_Volume': 4.292,
'Spread': 0.10000000000218279,
'Close_Price': 17303.4},
Timestamp('2022-11-10 12:47:05.593890'): {'Ask': 17303.4,
'Bid': 17303.3,
'Ask_Volume': 0.24,
'Bid_Volume': 7.707,
'Spread': 0.10000000000218279,
'Close_Price': 17303.4},
Timestamp('2022-11-10 12:48:15.439141'): {'Ask': 17324.1,
'Bid': 17321.6,
'Ask_Volume': 0.4,
'Bid_Volume': 0.046,
'Spread': 2.5,
'Close_Price': 17324.0},
Timestamp('2022-11-10 12:49:19.829937'): {'Ask': 17321.1,
'Bid': 17315.8,
'Ask_Volume': 0.255,
'Bid_Volume': 0.001,
'Spread': 5.299999999999272,
'Close_Price': 17326.8},
Timestamp('2022-11-10 12:50:24.236549'): {'Ask': 17308.5,
'Bid': 17305.0,
'Ask_Volume': 0.8,
'Bid_Volume': 0.997,
'Spread': 3.5,
'Close_Price': 17285.9},
Timestamp('2022-11-10 12:51:28.454964'): {'Ask': 17289.4,
'Bid': 17285.9,
'Ask_Volume': 2.459,
'Bid_Volume': 0.6,
'Spread': 3.5,
'Close_Price': 17289.4},
Timestamp('2022-11-10 12:52:32.958980'): {'Ask': 17316.3,
'Bid': 17309.7,
'Ask_Volume': 0.835,
'Bid_Volume': 0.2,
'Spread': 6.599999999998545,
'Close_Price': 17310.2},
Timestamp('2022-11-10 12:53:37.828024'): {'Ask': 17280.4,
'Bid': 17277.0,
'Ask_Volume': 2.836,
'Bid_Volume': 0.116,
'Spread': 3.400000000001455,
'Close_Price': 17280.4},
Timestamp('2022-11-10 12:54:42.517350'): {'Ask': 17274.7,
'Bid': 17274.6,
'Ask_Volume': 3.329,
'Bid_Volume': 0.096,
'Spread': 0.10000000000218279,
'Close_Price': 17274.6},
Timestamp('2022-11-10 12:55:47.011781'): {'Ask': 17290.4,
'Bid': 17289.4,
'Ask_Volume': 0.116,
'Bid_Volume': 0.002,
'Spread': 1.0,
'Close_Price': 17292.6},
Timestamp('2022-11-10 12:56:52.797329'): {'Ask': 17299.3,
'Bid': 17299.2,
'Ask_Volume': 0.021,
'Bid_Volume': 12.284,
'Spread': 0.09999999999854481,
'Close_Price': 17299.2},
Timestamp('2022-11-10 12:57:57.283296'): {'Ask': 17316.4,
'Bid': 17316.3,
'Ask_Volume': 0.006,
'Bid_Volume': 4.506,
'Spread': 0.10000000000218279,
'Close_Price': 17316.3},
Timestamp('2022-11-10 12:59:01.719495'): {'Ask': 17312.5,
'Bid': 17312.4,
'Ask_Volume': 3.137,
'Bid_Volume': 1.576,
'Spread': 0.09999999999854481,
'Close_Price': 17321.3},
Timestamp('2022-11-10 13:00:05.788816'): {'Ask': 17329.7,
'Bid': 17326.0,
'Ask_Volume': 0.649,
'Bid_Volume': 0.116,
'Spread': 3.7000000000007276,
'Close_Price': 17325.9}},
'ftx': {Timestamp('2022-11-10 11:56:15.503641'): {'Ask': 17170.0,
'Bid': 17169.0,
'Ask_Volume': 2.6485,
'Bid_Volume': 7.9654,
'Spread': 1.0,
'Close_Price': 17169.0},
Timestamp('2022-11-10 11:57:33.979138'): {'Ask': 17089.0,
'Bid': 17088.0,
'Ask_Volume': 0.0472,
'Bid_Volume': 2.2665,
'Spread': 1.0,
'Close_Price': 17089.0},
Timestamp('2022-11-10 11:58:40.049564'): {'Ask': 17090.0,
'Bid': 17089.0,
'Ask_Volume': 9.7481,
'Bid_Volume': 0.2437,
'Spread': 1.0,
'Close_Price': 17089.0},
Timestamp('2022-11-10 11:59:44.186095'): {'Ask': 17167.0,
'Bid': 17166.0,
'Ask_Volume': 0.0553,
'Bid_Volume': 1.2478,
'Spread': 1.0,
'Close_Price': 17166.0},
Timestamp('2022-11-10 12:00:48.200567'): {'Ask': 17188.0,
'Bid': 17187.0,
'Ask_Volume': 12.4067,
'Bid_Volume': 2.3528,
'Spread': 1.0,
'Close_Price': 17187.0},
Timestamp('2022-11-10 12:01:52.346278'): {'Ask': 17184.0,
'Bid': 17182.0,
'Ask_Volume': 0.0004,
'Bid_Volume': 0.9967,
'Spread': 2.0,
'Close_Price': 17183.0},
Timestamp('2022-11-10 12:02:58.422499'): {'Ask': 17314.0,
'Bid': 17279.0,
'Ask_Volume': 0.602,
'Bid_Volume': 0.1862,
'Spread': 35.0,
'Close_Price': 17315.0},
Timestamp('2022-11-10 12:04:02.643466'): {'Ask': 17281.0,
'Bid': 17280.0,
'Ask_Volume': 0.0733,
'Bid_Volume': 1.1064,
'Spread': 1.0,
'Close_Price': 17280.0},
Timestamp('2022-11-10 12:05:06.711343'): {'Ask': 17261.0,
'Bid': 17260.0,
'Ask_Volume': 0.1535,
'Bid_Volume': 1.2172,
'Spread': 1.0,
'Close_Price': 17260.0},
Timestamp('2022-11-10 12:06:11.222029'): {'Ask': 17278.0,
'Bid': 17277.0,
'Ask_Volume': 0.0399,
'Bid_Volume': 3.6708,
'Spread': 1.0,
'Close_Price': 17277.0},
Timestamp('2022-11-10 12:07:15.282337'): {'Ask': 17262.0,
'Bid': 17261.0,
'Ask_Volume': 0.4637,
'Bid_Volume': 1.3517,
'Spread': 1.0,
'Close_Price': 17261.0},
Timestamp('2022-11-10 12:08:19.560761'): {'Ask': 17311.0,
'Bid': 17310.0,
'Ask_Volume': 0.1082,
'Bid_Volume': 9.0538,
'Spread': 1.0,
'Close_Price': 17310.0},
Timestamp('2022-11-10 12:09:23.505187'): {'Ask': 17312.0,
'Bid': 17311.0,
'Ask_Volume': 0.9591,
'Bid_Volume': 1.8484,
'Spread': 1.0,
'Close_Price': 17311.0},
Timestamp('2022-11-10 12:10:27.494670'): {'Ask': 17302.0,
'Bid': 17301.0,
'Ask_Volume': 0.0657,
'Bid_Volume': 2.386,
'Spread': 1.0,
'Close_Price': 17301.0},
Timestamp('2022-11-10 12:11:32.407087'): {'Ask': 17390.0,
'Bid': 17364.0,
'Ask_Volume': 0.0487,
'Bid_Volume': 0.6802,
'Spread': 26.0,
'Close_Price': 17380.0},
Timestamp('2022-11-10 12:12:37.506533'): {'Ask': 17420.0,
'Bid': 17418.0,
'Ask_Volume': 0.0013,
'Bid_Volume': 0.1952,
'Spread': 2.0,
'Close_Price': 17418.0},
Timestamp('2022-11-10 12:13:44.675987'): {'Ask': 17400.0,
'Bid': 17399.0,
'Ask_Volume': 0.9993,
'Bid_Volume': 3.2891,
'Spread': 1.0,
'Close_Price': 17399.0},
Timestamp('2022-11-10 12:14:48.875789'): {'Ask': 17395.0,
'Bid': 17394.0,
'Ask_Volume': 0.5432,
'Bid_Volume': 2.6151,
'Spread': 1.0,
'Close_Price': 17394.0},
Timestamp('2022-11-10 12:15:54.170317'): {'Ask': 17414.0,
'Bid': 17413.0,
'Ask_Volume': 1.366,
'Bid_Volume': 0.5503,
'Spread': 1.0,
'Close_Price': 17413.0},
Timestamp('2022-11-10 12:16:58.344652'): {'Ask': 17384.0,
'Bid': 17383.0,
'Ask_Volume': 0.046,
'Bid_Volume': 1.1196,
'Spread': 1.0,
'Close_Price': 17383.0},
Timestamp('2022-11-10 12:18:02.351433'): {'Ask': 17320.0,
'Bid': 17312.0,
'Ask_Volume': 0.0077,
'Bid_Volume': 0.3,
'Spread': 8.0,
'Close_Price': 17314.0},
Timestamp('2022-11-10 12:19:06.385915'): {'Ask': 17307.0,
'Bid': 17306.0,
'Ask_Volume': 0.1056,
'Bid_Volume': 1.0568,
'Spread': 1.0,
'Close_Price': 17306.0},
Timestamp('2022-11-10 12:20:11.373435'): {'Ask': 17336.0,
'Bid': 17335.0,
'Ask_Volume': 0.0489,
'Bid_Volume': 1.1363,
'Spread': 1.0,
'Close_Price': 17336.0},
Timestamp('2022-11-10 12:21:15.312572'): {'Ask': 17308.0,
'Bid': 17307.0,
'Ask_Volume': 0.4563,
'Bid_Volume': 0.0011,
'Spread': 1.0,
'Close_Price': 17308.0},
Timestamp('2022-11-10 12:22:20.094155'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 38.8153,
'Bid_Volume': 2.2903,
'Spread': 1.0,
'Close_Price': 17250.0},
Timestamp('2022-11-10 12:23:25.999644'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 28.8315,
'Bid_Volume': 1.0448,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:24:30.090052'): {'Ask': 17218.0,
'Bid': 17217.0,
'Ask_Volume': 1.1795,
'Bid_Volume': 0.0119,
'Spread': 1.0,
'Close_Price': 17217.0},
Timestamp('2022-11-10 12:25:34.453113'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 17.7341,
'Bid_Volume': 161.2168,
'Spread': 1.0,
'Close_Price': 17250.0},
Timestamp('2022-11-10 12:26:38.563283'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 21.4133,
'Bid_Volume': 164.1581,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:27:42.632501'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 21.3638,
'Bid_Volume': 157.2755,
'Spread': 1.0,
'Close_Price': 17250.0},
Timestamp('2022-11-10 12:28:46.630550'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 18.8335,
'Bid_Volume': 155.2755,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:29:51.485946'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 8.4339,
'Bid_Volume': 125.4841,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:30:55.625611'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 13.334,
'Bid_Volume': 107.4619,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:32:01.829409'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 11.1129,
'Bid_Volume': 98.6317,
'Spread': 1.0,
'Close_Price': 17250.0},
Timestamp('2022-11-10 12:33:05.941445'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 6.3624,
'Bid_Volume': 98.5257,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:34:09.935074'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 1.7328,
'Bid_Volume': 96.6761,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:35:14.963376'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 1.0101,
'Bid_Volume': 93.9616,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:36:19.905115'): {'Ask': 17274.0,
'Bid': 17273.0,
'Ask_Volume': 1.5579,
'Bid_Volume': 0.0049,
'Spread': 1.0,
'Close_Price': 17274.0},
Timestamp('2022-11-10 12:37:23.880310'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 0.3908,
'Bid_Volume': 81.2059,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:38:27.876420'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 0.8561,
'Bid_Volume': 68.3976,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:39:31.953284'): {'Ask': 17250.0,
'Bid': 17249.0,
'Ask_Volume': 1.3929,
'Bid_Volume': 67.3444,
'Spread': 1.0,
'Close_Price': 17249.0},
Timestamp('2022-11-10 12:40:36.249694'): {'Ask': 17260.0,
'Bid': 17259.0,
'Ask_Volume': 1.6899,
'Bid_Volume': 1.8699,
'Spread': 1.0,
'Close_Price': 17260.0},
Timestamp('2022-11-10 12:41:41.336615'): {'Ask': 17260.0,
'Bid': 17259.0,
'Ask_Volume': 2.3105,
'Bid_Volume': 3.211,
'Spread': 1.0,
'Close_Price': 17259.0},
Timestamp('2022-11-10 12:42:45.392040'): {'Ask': 17313.0,
'Bid': 17312.0,
'Ask_Volume': 0.9757,
'Bid_Volume': 1.0,
'Spread': 1.0,
'Close_Price': 17320.0},
Timestamp('2022-11-10 12:43:49.375911'): {'Ask': 17301.0,
'Bid': 17300.0,
'Ask_Volume': 0.5517,
'Bid_Volume': 1.3839,
'Spread': 1.0,
'Close_Price': 17301.0},
Timestamp('2022-11-10 12:44:55.391283'): {'Ask': 17302.0,
'Bid': 17296.0,
'Ask_Volume': 0.0289,
'Bid_Volume': 0.3,
'Spread': 6.0,
'Close_Price': 17301.0},
Timestamp('2022-11-10 12:46:01.469801'): {'Ask': 17288.0,
'Bid': 17287.0,
'Ask_Volume': 0.0051,
'Bid_Volume': 0.0255,
'Spread': 1.0,
'Close_Price': 17288.0},
Timestamp('2022-11-10 12:47:05.593890'): {'Ask': 17289.0,
'Bid': 17288.0,
'Ask_Volume': 1.3138,
'Bid_Volume': 2.146,
'Spread': 1.0,
'Close_Price': 17289.0},
Timestamp('2022-11-10 12:48:15.439141'): {'Ask': 17289.0,
'Bid': 17288.0,
'Ask_Volume': 1.3111,
'Bid_Volume': 2.2917,
'Spread': 1.0,
'Close_Price': 17288.0},
Timestamp('2022-11-10 12:49:19.829937'): {'Ask': 17289.0,
'Bid': 17288.0,
'Ask_Volume': 0.27,
'Bid_Volume': 2.4467,
'Spread': 1.0,
'Close_Price': 17288.0},
Timestamp('2022-11-10 12:50:24.236549'): {'Ask': 17283.0,
'Bid': 17282.0,
'Ask_Volume': 1.7364,
'Bid_Volume': 0.1375,
'Spread': 1.0,
'Close_Price': 17281.0},
Timestamp('2022-11-10 12:51:28.454964'): {'Ask': 17288.0,
'Bid': 17287.0,
'Ask_Volume': 2.6164,
'Bid_Volume': 4.3233,
'Spread': 1.0,
'Close_Price': 17287.0},
Timestamp('2022-11-10 12:52:32.958980'): {'Ask': 17288.0,
'Bid': 17287.0,
'Ask_Volume': 1.8919,
'Bid_Volume': 6.2424,
'Spread': 1.0,
'Close_Price': 17287.0},
Timestamp('2022-11-10 12:53:37.828024'): {'Ask': 17288.0,
'Bid': 17287.0,
'Ask_Volume': 3.6815,
'Bid_Volume': 0.3055,
'Spread': 1.0,
'Close_Price': 17287.0},
Timestamp('2022-11-10 12:54:42.517350'): {'Ask': 17282.0,
'Bid': 17281.0,
'Ask_Volume': 1.4258,
'Bid_Volume': 2.4788,
'Spread': 1.0,
'Close_Price': 17282.0},
Timestamp('2022-11-10 12:55:47.011781'): {'Ask': 17261.0,
'Bid': 17260.0,
'Ask_Volume': 0.8048,
'Bid_Volume': 2.4622,
'Spread': 1.0,
'Close_Price': 17261.0},
Timestamp('2022-11-10 12:56:52.797329'): {'Ask': 17280.0,
'Bid': 17279.0,
'Ask_Volume': 4.7281,
'Bid_Volume': 1.2919,
'Spread': 1.0,
'Close_Price': 17279.0},
Timestamp('2022-11-10 12:57:57.283296'): {'Ask': 17280.0,
'Bid': 17279.0,
'Ask_Volume': 4.6884,
'Bid_Volume': 2.3776,
'Spread': 1.0,
'Close_Price': 17279.0},
Timestamp('2022-11-10 12:59:01.719495'): {'Ask': 17279.0,
'Bid': 17278.0,
'Ask_Volume': 0.5718,
'Bid_Volume': 4.4769,
'Spread': 1.0,
'Close_Price': 17279.0},
Timestamp('2022-11-10 13:00:05.788816'): {'Ask': 17255.0,
'Bid': 17254.0,
'Ask_Volume': 3.4728,
'Bid_Volume': 1.0018,
'Spread': 1.0,
'Close_Price': 17255.0}},
'cex': {Timestamp('2022-11-10 11:56:15.503641'): {'Ask': 17188.4,
'Bid': 17170.1,
'Ask_Volume': 0.23659,
'Bid_Volume': 0.06,
'Spread': 18.30000000000291,
'Close_Price': 17040.2},
Timestamp('2022-11-10 11:57:33.979138'): {'Ask': 17193.5,
'Bid': 17163.3,
'Ask_Volume': 0.12370625,
'Bid_Volume': 0.06,
'Spread': 30.200000000000728,
'Close_Price': 16994.9},
Timestamp('2022-11-10 11:58:40.049564'): {'Ask': 17204.2,
'Bid': 17200.6,
'Ask_Volume': 0.01115352,
'Bid_Volume': 0.00534065,
'Spread': 3.600000000002183,
'Close_Price': 16944.5},
Timestamp('2022-11-10 11:59:44.186095'): {'Ask': 17225.5,
'Bid': 17223.8,
'Ask_Volume': 0.01114661,
'Bid_Volume': 0.06,
'Spread': 1.7000000000007276,
'Close_Price': 16914.7},
Timestamp('2022-11-10 12:00:48.200567'): {'Ask': 17277.8,
'Bid': 17257.6,
'Ask_Volume': 0.28024,
'Bid_Volume': 0.06,
'Spread': 20.200000000000728,
'Close_Price': 16927.4},
Timestamp('2022-11-10 12:01:52.346278'): {'Ask': 17264.3,
'Bid': 17249.7,
'Ask_Volume': 0.26936,
'Bid_Volume': 0.06351221,
'Spread': 14.599999999998545,
'Close_Price': 16980.4},
Timestamp('2022-11-10 12:02:58.422499'): {'Ask': 17334.1,
'Bid': 17320.1,
'Ask_Volume': 0.01111165,
'Bid_Volume': 0.06,
'Spread': 14.0,
'Close_Price': 16921.1},
Timestamp('2022-11-10 12:04:02.643466'): {'Ask': 17368.7,
'Bid': 17365.3,
'Ask_Volume': 0.31269,
'Bid_Volume': 0.01110162,
'Spread': 3.400000000001455,
'Close_Price': 16923.4},
Timestamp('2022-11-10 12:05:06.711343'): {'Ask': 17325.9,
'Bid': 17322.3,
'Ask_Volume': 0.01111428,
'Bid_Volume': 0.0111154,
'Spread': 3.600000000002183,
'Close_Price': 16919.9},
Timestamp('2022-11-10 12:06:11.222029'): {'Ask': 17362.3,
'Bid': 17347.2,
'Ask_Volume': 0.07334697,
'Bid_Volume': 0.0375,
'Spread': 15.099999999998545,
'Close_Price': 16899.4},
Timestamp('2022-11-10 12:07:15.282337'): {'Ask': 17347.8,
'Bid': 17344.2,
'Ask_Volume': 0.01110726,
'Bid_Volume': 0.01110837,
'Spread': 3.599999999998545,
'Close_Price': 16853.8},
Timestamp('2022-11-10 12:08:19.560761'): {'Ask': 17366.4,
'Bid': 17357.2,
'Ask_Volume': 0.06329873,
'Bid_Volume': 0.06,
'Spread': 9.200000000000728,
'Close_Price': 16811.2},
Timestamp('2022-11-10 12:09:23.505187'): {'Ask': 17378.0,
'Bid': 17374.5,
'Ask_Volume': 0.01109759,
'Bid_Volume': 0.0110987,
'Spread': 3.5,
'Close_Price': 16800.0},
Timestamp('2022-11-10 12:10:27.494670'): {'Ask': 17392.9,
'Bid': 17374.8,
'Ask_Volume': 0.07328239,
'Bid_Volume': 0.3011,
'Spread': 18.100000000002183,
'Close_Price': 16815.4},
Timestamp('2022-11-10 12:11:32.407087'): {'Ask': 17480.2,
'Bid': 17465.6,
'Ask_Volume': 14.50667772,
'Bid_Volume': 0.3214,
'Spread': 14.600000000002183,
'Close_Price': 16749.0},
Timestamp('2022-11-10 12:12:37.506533'): {'Ask': 17465.2,
'Bid': 17444.5,
'Ask_Volume': 0.02313059,
'Bid_Volume': 0.17522,
'Spread': 20.700000000000728,
'Close_Price': 16815.5},
Timestamp('2022-11-10 12:13:44.675987'): {'Ask': 17464.2,
'Bid': 17460.6,
'Ask_Volume': 0.01107018,
'Bid_Volume': 0.01107129,
'Spread': 3.600000000002183,
'Close_Price': 16792.9},
Timestamp('2022-11-10 12:14:48.875789'): {'Ask': 17414.3,
'Bid': 17399.0,
'Ask_Volume': 0.01108603,
'Bid_Volume': 0.06323908,
'Spread': 15.299999999999272,
'Close_Price': 16778.4},
Timestamp('2022-11-10 12:15:54.170317'): {'Ask': 17407.3,
'Bid': 17403.8,
'Ask_Volume': 0.00871684,
'Bid_Volume': 0.01063173,
'Spread': 3.5,
'Close_Price': 16782.1},
Timestamp('2022-11-10 12:16:58.344652'): {'Ask': 17406.3,
'Bid': 17402.9,
'Ask_Volume': 0.01108859,
'Bid_Volume': 0.19482,
'Spread': 3.399999999997817,
'Close_Price': 16737.0},
Timestamp('2022-11-10 12:18:02.351433'): {'Ask': 17383.2,
'Bid': 17366.3,
'Ask_Volume': 0.06,
'Bid_Volume': 0.07333826,
'Spread': 16.900000000001455,
'Close_Price': 16785.4},
Timestamp('2022-11-10 12:19:06.385915'): {'Ask': 17394.8,
'Bid': 17385.7,
'Ask_Volume': 0.06324702,
'Bid_Volume': 0.23976,
'Spread': 9.099999999998545,
'Close_Price': 16820.3},
Timestamp('2022-11-10 12:20:11.373435'): {'Ask': 17396.3,
'Bid': 17388.7,
'Ask_Volume': 0.1,
'Bid_Volume': 0.21558,
'Spread': 7.599999999998545,
'Close_Price': 16848.6},
Timestamp('2022-11-10 12:21:15.312572'): {'Ask': 17353.7,
'Bid': 17344.9,
'Ask_Volume': 0.1,
'Bid_Volume': 0.314,
'Spread': 8.799999999999272,
'Close_Price': 16779.5},
Timestamp('2022-11-10 12:22:20.094155'): {'Ask': 17355.0,
'Bid': 17341.8,
'Ask_Volume': 0.00036937,
'Bid_Volume': 0.29255,
'Spread': 13.200000000000728,
'Close_Price': 16717.6},
Timestamp('2022-11-10 12:23:25.999644'): {'Ask': 17287.6,
'Bid': 17281.1,
'Ask_Volume': 0.1,
'Bid_Volume': 0.27799,
'Spread': 6.5,
'Close_Price': 16740.2},
Timestamp('2022-11-10 12:24:30.090052'): {'Ask': 17263.6,
'Bid': 17263.4,
'Ask_Volume': 0.1,
'Bid_Volume': 0.06348708,
'Spread': 0.19999999999708962,
'Close_Price': 16838.4},
Timestamp('2022-11-10 12:25:34.453113'): {'Ask': 17356.7,
'Bid': 17352.5,
'Ask_Volume': 0.00036937,
'Bid_Volume': 0.05,
'Spread': 4.200000000000728,
'Close_Price': 16818.2},
Timestamp('2022-11-10 12:26:38.563283'): {'Ask': 17335.6,
'Bid': 17335.5,
'Ask_Volume': 0.06,
'Bid_Volume': 0.00184286,
'Spread': 0.09999999999854481,
'Close_Price': 16811.5},
Timestamp('2022-11-10 12:27:42.632501'): {'Ask': 17311.5,
'Bid': 17307.9,
'Ask_Volume': 0.0111189,
'Bid_Volume': 0.01112001,
'Spread': 3.599999999998545,
'Close_Price': 16776.6},
Timestamp('2022-11-10 12:28:46.630550'): {'Ask': 17330.3,
'Bid': 17319.5,
'Ask_Volume': 0.37492,
'Bid_Volume': 0.06338407,
'Spread': 10.799999999999272,
'Close_Price': 16710.7},
Timestamp('2022-11-10 12:29:51.485946'): {'Ask': 17215.9,
'Bid': 17212.6,
'Ask_Volume': 0.39224,
'Bid_Volume': 0.01115076,
'Spread': 3.3000000000029104,
'Close_Price': 16730.7},
Timestamp('2022-11-10 12:30:55.625611'): {'Ask': 17244.6,
'Bid': 17238.7,
'Ask_Volume': 0.06352175,
'Bid_Volume': 0.0375,
'Spread': 5.899999999997817,
'Close_Price': 16767.6},
Timestamp('2022-11-10 12:32:01.829409'): {'Ask': 17247.3,
'Bid': 17243.6,
'Ask_Volume': 0.00420953,
'Bid_Volume': 0.00702035,
'Spread': 3.7000000000007276,
'Close_Price': 16764.1},
Timestamp('2022-11-10 12:33:05.941445'): {'Ask': 17265.8,
'Bid': 17262.3,
'Ask_Volume': 0.0111336,
'Bid_Volume': 0.01113471,
'Spread': 3.5,
'Close_Price': 16708.5},
Timestamp('2022-11-10 12:34:09.935074'): {'Ask': 17277.4,
'Bid': 17266.2,
'Ask_Volume': 0.06346153,
'Bid_Volume': 0.0375,
'Spread': 11.200000000000728,
'Close_Price': 16720.3},
Timestamp('2022-11-10 12:35:14.963376'): {'Ask': 17279.6,
'Bid': 17277.9,
'Ask_Volume': 0.01112915,
'Bid_Volume': 0.42964,
'Spread': 1.6999999999970896,
'Close_Price': 16636.9},
Timestamp('2022-11-10 12:36:19.905115'): {'Ask': 17317.9,
'Bid': 17302.7,
'Ask_Volume': 0.01338731,
'Bid_Volume': 0.01112169,
'Spread': 15.200000000000728,
'Close_Price': 16599.9},
Timestamp('2022-11-10 12:37:23.880310'): {'Ask': 17299.0,
'Bid': 17295.4,
'Ask_Volume': 0.01112292,
'Bid_Volume': 0.01112403,
'Spread': 3.599999999998545,
'Close_Price': 16594.1},
Timestamp('2022-11-10 12:38:27.876420'): {'Ask': 17295.5,
'Bid': 17280.4,
'Ask_Volume': 0.01112403,
'Bid_Volume': 0.06345587,
'Spread': 15.099999999998545,
'Close_Price': 16538.4},
Timestamp('2022-11-10 12:39:31.953284'): {'Ask': 17292.1,
'Bid': 17288.5,
'Ask_Volume': 0.01112515,
'Bid_Volume': 0.01112626,
'Spread': 3.599999999998545,
'Close_Price': 16555.9},
Timestamp('2022-11-10 12:40:36.249694'): {'Ask': 17314.6,
'Bid': 17311.9,
'Ask_Volume': 0.01111789,
'Bid_Volume': 0.16681451,
'Spread': 2.6999999999970896,
'Close_Price': 16588.0},
Timestamp('2022-11-10 12:41:41.336615'): {'Ask': 17346.6,
'Bid': 17331.1,
'Ask_Volume': 0.07338024,
'Bid_Volume': 0.28841,
'Spread': 15.5,
'Close_Price': 16582.0},
Timestamp('2022-11-10 12:42:45.392040'): {'Ask': 17366.8,
'Bid': 17363.2,
'Ask_Volume': 0.01110118,
'Bid_Volume': 0.01110229,
'Spread': 3.599999999998545,
'Close_Price': 16531.7},
Timestamp('2022-11-10 12:43:49.375911'): {'Ask': 17351.7,
'Bid': 17336.7,
'Ask_Volume': 0.06332553,
'Bid_Volume': 0.39458,
'Spread': 15.0,
'Close_Price': 16508.3},
Timestamp('2022-11-10 12:44:55.391283'): {'Ask': 17343.5,
'Bid': 17340.2,
'Ask_Volume': 0.01110863,
'Bid_Volume': 0.16025,
'Spread': 3.2999999999992724,
'Close_Price': 16489.5},
Timestamp('2022-11-10 12:46:01.469801'): {'Ask': 17336.6,
'Bid': 17333.0,
'Ask_Volume': 0.01111085,
'Bid_Volume': 0.01111196,
'Spread': 3.599999999998545,
'Close_Price': 16549.5},
Timestamp('2022-11-10 12:47:05.593890'): {'Ask': 17336.8,
'Bid': 17333.4,
'Ask_Volume': 0.01111079,
'Bid_Volume': 0.26299,
'Spread': 3.399999999997817,
'Close_Price': 16623.5},
Timestamp('2022-11-10 12:48:15.439141'): {'Ask': 17340.3,
'Bid': 17336.9,
'Ask_Volume': 0.01110967,
'Bid_Volume': 0.28914,
'Spread': 3.399999999997817,
'Close_Price': 16707.8},
Timestamp('2022-11-10 12:49:19.829937'): {'Ask': 17347.8,
'Bid': 17344.3,
'Ask_Volume': 0.01110725,
'Bid_Volume': 0.01110836,
'Spread': 3.5,
'Close_Price': 16699.0},
Timestamp('2022-11-10 12:50:24.236549'): {'Ask': 17339.3,
'Bid': 17332.6,
'Ask_Volume': 0.0288339,
'Bid_Volume': 0.06336013,
'Spread': 6.700000000000728,
'Close_Price': 16632.3},
Timestamp('2022-11-10 12:51:28.454964'): {'Ask': 17317.7,
'Bid': 17314.3,
'Ask_Volume': 0.01111692,
'Bid_Volume': 0.19339,
'Spread': 3.400000000001455,
'Close_Price': 16643.1},
Timestamp('2022-11-10 12:52:32.958980'): {'Ask': 17350.6,
'Bid': 17334.1,
'Ask_Volume': 0.0733717,
'Bid_Volume': 0.30663,
'Spread': 16.5,
'Close_Price': 16687.2},
Timestamp('2022-11-10 12:53:37.828024'): {'Ask': 17314.2,
'Bid': 17310.6,
'Ask_Volume': 0.01111803,
'Bid_Volume': 0.01111914,
'Spread': 3.600000000002183,
'Close_Price': 16642.5},
Timestamp('2022-11-10 12:54:42.517350'): {'Ask': 17308.0,
'Bid': 17281.6,
'Ask_Volume': 0.06,
'Bid_Volume': 0.57839255,
'Spread': 26.400000000001455,
'Close_Price': 16585.3},
Timestamp('2022-11-10 12:55:47.011781'): {'Ask': 17322.4,
'Bid': 17304.6,
'Ask_Volume': 0.18711,
'Bid_Volume': 0.049,
'Spread': 17.80000000000291,
'Close_Price': 16577.1},
Timestamp('2022-11-10 12:56:52.797329'): {'Ask': 17332.6,
'Bid': 17318.3,
'Ask_Volume': 0.06336031,
'Bid_Volume': 0.31314,
'Spread': 14.299999999999272,
'Close_Price': 16603.4},
Timestamp('2022-11-10 12:57:57.283296'): {'Ask': 17339.6,
'Bid': 17331.4,
'Ask_Volume': 0.06334764,
'Bid_Volume': 0.23365,
'Spread': 8.19999999999709,
'Close_Price': 16590.4},
Timestamp('2022-11-10 12:59:01.719495'): {'Ask': 17347.6,
'Bid': 17332.5,
'Ask_Volume': 0.00036951,
'Bid_Volume': 0.06336031,
'Spread': 15.099999999998545,
'Close_Price': 16617.8},
Timestamp('2022-11-10 13:00:05.788816'): {'Ask': 17344.3,
'Bid': 17340.9,
'Ask_Volume': 0.01110839,
'Bid_Volume': 0.27053,
'Spread': 3.399999999997817,
'Close_Price': 16600.8}}}
Microestructura del Mercado: Visuales. En este apartado se construyen series temporales con las características del libro de órdenes (niveles, volúmenes, VWAP, etc.) y se grafican con Plotly.Para completar esta sección se obtiene la siguiente verificación de avance en forma de un dataframe:
Level. Profundidad del libro de órdenes.
Ask Volume. Volumen en la cadena de la oferta.
Bid Volume. Volumen en la cadena de la demanda.
Total Volume. Volumen total.
Mid Price. $0.5 \space (Bid + Ask)$
VWAP. Cotización ponderada por el volumen.
microestructura_datos, level, ask_v, bid_v, total_v, mid_p, vwap = main.microestructura_visuales(datos_ethereum, ticker_1)
microestructura_datos["kraken"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 09:28:35.644735 | 100 | 3290.92 | 5357.5 | 8648.43 | 1319.95 | 1319.03 |
| 2022-11-10 09:29:46.394854 | 100 | 3844.78 | 2668.04 | 6512.82 | 1320.82 | 1322.78 |
| 2022-11-10 09:30:50.346266 | 100 | 2634.46 | 4678.21 | 7312.67 | 1321.97 | 1320.29 |
| 2022-11-10 09:31:54.430854 | 100 | 3546.28 | 3127.43 | 6673.72 | 1315.12 | 1316.2 |
| 2022-11-10 09:32:58.546607 | 100 | 3565.16 | 3998.33 | 7563.48 | 1309.37 | 1309.96 |
| 2022-11-10 09:34:02.628608 | 100 | 2817 | 3978.48 | 6795.48 | 1314.3 | 1313.06 |
| 2022-11-10 09:35:07.529575 | 100 | 3530.5 | 4460.42 | 7990.92 | 1313.18 | 1312.32 |
| 2022-11-10 09:36:11.639433 | 100 | 3525.49 | 4461.23 | 7986.71 | 1309.8 | 1310.57 |
| 2022-11-10 09:37:15.949923 | 100 | 3988.59 | 5873.91 | 9862.5 | 1306.51 | 1305.65 |
| 2022-11-10 09:38:20.035781 | 100 | 3136.84 | 2592.41 | 5729.26 | 1306.07 | 1307.1 |
| 2022-11-10 09:39:24.174198 | 100 | 3628.54 | 3903.67 | 7532.22 | 1309.59 | 1309.72 |
| 2022-11-10 09:40:29.660220 | 100 | 2204.52 | 2664.2 | 4868.72 | 1308.94 | 1309.27 |
| 2022-11-10 09:41:34.011014 | 100 | 1753.18 | 2929.28 | 4682.46 | 1312.55 | 1310.22 |
| 2022-11-10 09:42:38.528209 | 100 | 1363.08 | 3656.32 | 5019.4 | 1315.18 | 1310.98 |
| 2022-11-10 09:43:42.591013 | 100 | 1599.67 | 4554.82 | 6154.5 | 1313.24 | 1309.85 |
| 2022-11-10 09:44:46.504048 | 100 | 2010.16 | 4668.64 | 6678.8 | 1312.11 | 1309.27 |
| 2022-11-10 09:45:50.542204 | 100 | 1942.72 | 4415.62 | 6358.34 | 1313.2 | 1310.11 |
| 2022-11-10 09:46:54.704811 | 100 | 1600.3 | 4350.25 | 5950.55 | 1310.74 | 1307.84 |
| 2022-11-10 09:47:58.708392 | 100 | 2085.7 | 4961.43 | 7047.14 | 1309.07 | 1306.69 |
| 2022-11-10 09:49:02.740324 | 100 | 2120.23 | 5102.3 | 7222.53 | 1308.49 | 1306.24 |
| 2022-11-10 09:50:06.658321 | 100 | 2046.92 | 2682.14 | 4729.06 | 1306.53 | 1306.08 |
| 2022-11-10 09:51:10.695317 | 100 | 2524.48 | 5052.03 | 7576.51 | 1311.99 | 1308.95 |
| 2022-11-10 09:52:14.945929 | 100 | 2439.27 | 6271.79 | 8711.06 | 1311.99 | 1308.85 |
| 2022-11-10 09:53:19.174931 | 100 | 2445.5 | 5087.08 | 7532.58 | 1312.53 | 1310.3 |
| 2022-11-10 09:54:23.243970 | 100 | 2877.9 | 3042.77 | 5920.67 | 1312.32 | 1312.33 |
| 2022-11-10 09:55:27.562914 | 100 | 2915.71 | 2019.12 | 4934.83 | 1306.74 | 1309.46 |
| 2022-11-10 09:56:32.775296 | 100 | 3067.59 | 2584.69 | 5652.28 | 1309.14 | 1310.1 |
| 2022-11-10 09:57:39.983660 | 100 | 3173.13 | 2893.16 | 6066.29 | 1309.67 | 1310.24 |
| 2022-11-10 09:58:45.658707 | 100 | 2418.64 | 5029.34 | 7447.98 | 1319.34 | 1316.35 |
| 2022-11-10 09:59:52.704866 | 100 | 2815.74 | 6241.43 | 9057.17 | 1319.74 | 1315.99 |
| 2022-11-10 10:00:56.884026 | 100 | 2655.3 | 5748.8 | 8404.1 | 1316.36 | 1314.17 |
| 2022-11-10 10:02:01.477157 | 100 | 1460.67 | 5783.99 | 7244.66 | 1314.57 | 1310.2 |
| 2022-11-10 10:03:05.487149 | 100 | 2715.25 | 5729.22 | 8444.48 | 1308.32 | 1305.51 |
| 2022-11-10 10:04:09.532437 | 100 | 2399.16 | 2981.94 | 5381.09 | 1310.62 | 1310.74 |
| 2022-11-10 10:05:13.631048 | 100 | 2012.39 | 4662.81 | 6675.2 | 1317.78 | 1314.57 |
| 2022-11-10 10:06:20.671989 | 100 | 2458.94 | 5874.01 | 8332.95 | 1320.78 | 1317.38 |
| 2022-11-10 10:07:24.726174 | 100 | 1748.34 | 4837.57 | 6585.91 | 1324.24 | 1320.86 |
| 2022-11-10 10:08:29.205327 | 100 | 2225.5 | 6846.99 | 9072.49 | 1323.59 | 1320.32 |
| 2022-11-10 10:09:33.281240 | 100 | 1631.55 | 7292.22 | 8923.77 | 1326.64 | 1320.69 |
| 2022-11-10 10:10:37.454569 | 100 | 1028.08 | 4584.16 | 5612.25 | 1328.24 | 1323.08 |
| 2022-11-10 10:11:43.062217 | 100 | 1968.04 | 5822.69 | 7790.73 | 1325.88 | 1322.6 |
| 2022-11-10 10:12:50.688218 | 100 | 2002.09 | 5949.63 | 7951.72 | 1323.28 | 1320.97 |
| 2022-11-10 10:13:55.698116 | 100 | 2647.02 | 6070.8 | 8717.82 | 1324.55 | 1322.46 |
| 2022-11-10 10:14:59.897255 | 100 | 1338.99 | 6067.02 | 7406.02 | 1328.07 | 1323.28 |
| 2022-11-10 10:16:04.393786 | 100 | 1263.93 | 4988.68 | 6252.61 | 1330.41 | 1324.8 |
| 2022-11-10 10:17:09.999747 | 100 | 1957.83 | 5100.97 | 7058.81 | 1340.18 | 1334.91 |
| 2022-11-10 10:18:14.037100 | 100 | 1397.53 | 6929.5 | 8327.02 | 1341.43 | 1333.62 |
| 2022-11-10 10:19:18.219276 | 100 | 2251.75 | 6284.76 | 8536.51 | 1333.92 | 1329.67 |
| 2022-11-10 10:20:22.370608 | 100 | 2883.23 | 5874.44 | 8757.68 | 1330.55 | 1328.42 |
| 2022-11-10 10:21:26.421877 | 100 | 2043.36 | 6406.12 | 8449.48 | 1334.48 | 1328.94 |
| 2022-11-10 10:22:34.328141 | 100 | 1755.88 | 7242.21 | 8998.09 | 1335.91 | 1329.42 |
| 2022-11-10 10:23:39.949650 | 100 | 2567.07 | 6452.25 | 9019.32 | 1333.15 | 1329.11 |
| 2022-11-10 10:24:45.063962 | 100 | 2945.15 | 7241.73 | 10186.9 | 1336.34 | 1331.39 |
| 2022-11-10 10:25:48.134186 | 100 | 1385.06 | 5379.9 | 6764.95 | 1334.07 | 1328.86 |
| 2022-11-10 10:26:52.766609 | 100 | 2436.23 | 4838.39 | 7274.61 | 1335.56 | 1332.84 |
| 2022-11-10 10:28:00.746138 | 100 | 2384.24 | 5961.33 | 8345.57 | 1341.6 | 1336.69 |
| 2022-11-10 10:29:07.301749 | 100 | 1926.11 | 6154.09 | 8080.19 | 1346.16 | 1339.3 |
| 2022-11-10 10:30:12.172124 | 100 | 875.34 | 5859.77 | 6735.11 | 1344.36 | 1338.29 |
| 2022-11-10 10:31:16.734750 | 100 | 1025.75 | 7038.49 | 8064.24 | 1337.37 | 1332.15 |
| 2022-11-10 10:32:21.547108 | 100 | 2407.26 | 7072.94 | 9480.2 | 1337.5 | 1333.52 |
microestructura_datos["ftx"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 09:28:35.644735 | 20 | 3.083 | 13.856 | 16.939 | 1420.8 | 1416.31 |
| 2022-11-10 09:29:46.394854 | 20 | 8.375 | 12.991 | 21.366 | 1419.4 | 1420.62 |
| 2022-11-10 09:30:50.346266 | 20 | 9.944 | 9.082 | 19.026 | 1424.2 | 1423.97 |
| 2022-11-10 09:31:54.430854 | 20 | 10.452 | 6.433 | 16.885 | 1416.7 | 1419.21 |
| 2022-11-10 09:32:58.546607 | 20 | 15.067 | 199.91 | 214.977 | 1410.15 | 1408.34 |
| 2022-11-10 09:34:02.628608 | 20 | 18.882 | 189.411 | 208.293 | 1409 | 1408.42 |
| 2022-11-10 09:35:07.529575 | 20 | 14.823 | 165.789 | 180.612 | 1408.55 | 1408.36 |
| 2022-11-10 09:36:11.639433 | 20 | 11.576 | 5.934 | 17.51 | 1399.85 | 1401.05 |
| 2022-11-10 09:37:15.949923 | 20 | 11.917 | 0.635 | 12.552 | 1392.45 | 1393.48 |
| 2022-11-10 09:38:20.035781 | 20 | 8.108 | 14.492 | 22.6 | 1383.3 | 1384.92 |
| 2022-11-10 09:39:24.174198 | 20 | 1.88 | 14.594 | 16.474 | 1380.25 | 1378.4 |
| 2022-11-10 09:40:29.660220 | 20 | 14.523 | 0.827 | 15.35 | 1375 | 1375.92 |
| 2022-11-10 09:41:34.011014 | 20 | 7.595 | 19.586 | 27.181 | 1376.15 | 1375.38 |
| 2022-11-10 09:42:38.528209 | 20 | 1.719 | 1.107 | 2.826 | 1378.45 | 1378.53 |
| 2022-11-10 09:43:42.591013 | 20 | 8.654 | 9.244 | 17.898 | 1374.95 | 1376.07 |
| 2022-11-10 09:44:46.504048 | 20 | 15.214 | 11.198 | 26.412 | 1374.3 | 1374.54 |
| 2022-11-10 09:45:50.542204 | 20 | 18.944 | 13.138 | 32.082 | 1376.8 | 1377.39 |
| 2022-11-10 09:46:54.704811 | 20 | 10.863 | 7.796 | 18.659 | 1373 | 1373.69 |
| 2022-11-10 09:47:58.708392 | 20 | 8.02 | 4.483 | 12.503 | 1371.25 | 1370.49 |
| 2022-11-10 09:49:02.740324 | 20 | 9.234 | 9.761 | 18.995 | 1373.35 | 1373.7 |
| 2022-11-10 09:50:06.658321 | 20 | 0.391 | 14.254 | 14.645 | 1368.75 | 1367.58 |
| 2022-11-10 09:51:10.695317 | 20 | 11.76 | 9.344 | 21.104 | 1419.15 | 1420.8 |
| 2022-11-10 09:52:14.945929 | 20 | 7.571 | 3.58 | 11.151 | 1405.65 | 1404.55 |
| 2022-11-10 09:53:19.174931 | 20 | 12.776 | 8.427 | 21.203 | 1427.3 | 1430.08 |
| 2022-11-10 09:54:23.243970 | 20 | 15.783 | 9.504 | 25.287 | 1411.4 | 1412.61 |
| 2022-11-10 09:55:27.562914 | 20 | 15.306 | 14.489 | 29.795 | 1407.05 | 1408.91 |
| 2022-11-10 09:56:32.775296 | 20 | 8.648 | 6.115 | 14.763 | 1403.05 | 1403.11 |
| 2022-11-10 09:57:39.983660 | 20 | 15.677 | 6.568 | 22.245 | 1395.9 | 1396.48 |
| 2022-11-10 09:58:45.658707 | 20 | 9.124 | 17.074 | 26.198 | 1414.75 | 1413.44 |
| 2022-11-10 09:59:52.704866 | 20 | 14.448 | 19.828 | 34.276 | 1430.55 | 1430.93 |
| 2022-11-10 10:00:56.884026 | 20 | 21.643 | 32.119 | 53.762 | 1435.1 | 1434.68 |
| 2022-11-10 10:02:01.477157 | 20 | 1.594 | 72.404 | 73.998 | 1445.35 | 1441.28 |
| 2022-11-10 10:03:05.487149 | 20 | 48.714 | 113.691 | 162.405 | 1436.05 | 1435.22 |
| 2022-11-10 10:04:09.532437 | 20 | 1331.52 | 0.649 | 1332.16 | 1419.95 | 1420 |
| 2022-11-10 10:05:13.631048 | 20 | 43.039 | 8.56 | 51.599 | 1443.7 | 1450.26 |
| 2022-11-10 10:06:20.671989 | 20 | 4.822 | 9.57 | 14.392 | 1454.85 | 1452.36 |
| 2022-11-10 10:07:24.726174 | 20 | 11.392 | 10.545 | 21.937 | 1458.5 | 1458.34 |
| 2022-11-10 10:08:29.205327 | 20 | 14.851 | 6.536 | 21.387 | 1434.55 | 1435.63 |
| 2022-11-10 10:09:33.281240 | 20 | 40.61 | 16.045 | 56.655 | 1447.1 | 1446.43 |
| 2022-11-10 10:10:37.454569 | 20 | 5.341 | 12.692 | 18.033 | 1472.9 | 1475.04 |
| 2022-11-10 10:11:43.062217 | 20 | 12.035 | 10.49 | 22.525 | 1478.4 | 1482.03 |
| 2022-11-10 10:12:50.688218 | 20 | 7.454 | 14.953 | 22.407 | 1461.2 | 1464.45 |
| 2022-11-10 10:13:55.698116 | 20 | 100.242 | 8.857 | 109.099 | 1462.25 | 1464.19 |
| 2022-11-10 10:14:59.897255 | 20 | 0.605 | 17.492 | 18.097 | 1495.65 | 1493.93 |
| 2022-11-10 10:16:04.393786 | 20 | 24.876 | 203.172 | 228.048 | 1514.85 | 1512.97 |
| 2022-11-10 10:17:09.999747 | 20 | 0.701 | 8.377 | 9.078 | 1516.4 | 1513.5 |
| 2022-11-10 10:18:14.037100 | 20 | 363.672 | 20.684 | 384.356 | 1526.95 | 1534.04 |
| 2022-11-10 10:19:18.219276 | 20 | 55.468 | 8.137 | 63.605 | 1519.35 | 1527.46 |
| 2022-11-10 10:20:22.370608 | 20 | 16.833 | 17.44 | 34.273 | 1530.15 | 1538.64 |
| 2022-11-10 10:21:26.421877 | 20 | 0.546 | 1.999 | 2.545 | 1545.9 | 1543.92 |
| 2022-11-10 10:22:34.328141 | 20 | 1329.21 | 0.829 | 1330.04 | 1539.8 | 1541.99 |
| 2022-11-10 10:23:39.949650 | 20 | 269.755 | 29.25 | 299.005 | 1490.45 | 1495.74 |
| 2022-11-10 10:24:45.063962 | 20 | 211.666 | 8.733 | 220.399 | 1478.75 | 1480.89 |
| 2022-11-10 10:25:48.134186 | 20 | 247.966 | 0.638 | 248.604 | 1473.75 | 1479.05 |
| 2022-11-10 10:26:52.766609 | 20 | 681.392 | 1.072 | 682.464 | 1450 | 1454.95 |
| 2022-11-10 10:28:00.746138 | 20 | 35.759 | 8.022 | 43.781 | 1442.75 | 1447.43 |
| 2022-11-10 10:29:07.301749 | 20 | 7.116 | 18.602 | 25.718 | 1436.5 | 1433.03 |
| 2022-11-10 10:30:12.172124 | 20 | 3.986 | 24.848 | 28.834 | 1429.65 | 1427.62 |
| 2022-11-10 10:31:16.734750 | 20 | 945.637 | 7.497 | 953.134 | 1405.95 | 1418.53 |
| 2022-11-10 10:32:21.547108 | 20 | 939.474 | 2.487 | 941.961 | 1405.95 | 1418.88 |
microestructura_datos["cex"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 09:28:35.644735 | 564 | 1536.01 | 3773.64 | 5309.65 | 1318.99 | 1053.58 |
| 2022-11-10 09:29:46.394854 | 561 | 1527.82 | 3776.42 | 5304.24 | 1320.67 | 1053.34 |
| 2022-11-10 09:30:50.346266 | 563 | 1535.99 | 3774.16 | 5310.15 | 1320.95 | 1054.3 |
| 2022-11-10 09:31:54.430854 | 562 | 1520.37 | 3778.6 | 5298.97 | 1315.64 | 1051.03 |
| 2022-11-10 09:32:58.546607 | 559 | 1404.71 | 3688.98 | 5093.69 | 1310.73 | 1038.79 |
| 2022-11-10 09:34:02.628608 | 562 | 1537.1 | 3778.96 | 5316.05 | 1314.2 | 1051.51 |
| 2022-11-10 09:35:07.529575 | 561 | 1518.04 | 3779.24 | 5297.28 | 1314.12 | 1050.15 |
| 2022-11-10 09:36:11.639433 | 562 | 1519.49 | 3780.31 | 5299.8 | 1312.05 | 1049.46 |
| 2022-11-10 09:37:15.949923 | 561 | 1601.95 | 3774.98 | 5376.93 | 1306.73 | 1052.25 |
| 2022-11-10 09:38:20.035781 | 555 | 1467.61 | 3710.31 | 5177.92 | 1306.83 | 1041.5 |
| 2022-11-10 09:39:24.174198 | 560 | 1524.21 | 3780.2 | 5304.41 | 1310.48 | 1048.84 |
| 2022-11-10 09:40:29.660220 | 563 | 1521.08 | 3780.02 | 5301.1 | 1309.51 | 1048.69 |
| 2022-11-10 09:41:34.011014 | 562 | 1526.26 | 3776.65 | 5302.91 | 1313.34 | 1050.61 |
| 2022-11-10 09:42:38.528209 | 562 | 1525.62 | 3785.17 | 5310.79 | 1315.55 | 1051.65 |
| 2022-11-10 09:43:42.591013 | 562 | 1523.03 | 3778.01 | 5301.04 | 1314.07 | 1050.51 |
| 2022-11-10 09:44:46.504048 | 560 | 1518.54 | 3778.01 | 5296.55 | 1312.81 | 1050 |
| 2022-11-10 09:45:50.542204 | 558 | 1450.99 | 3702.95 | 5153.94 | 1313.97 | 1042.7 |
| 2022-11-10 09:46:54.704811 | 560 | 1526.78 | 3779.96 | 5306.74 | 1312.46 | 1050.13 |
| 2022-11-10 09:47:58.708392 | 560 | 1519.35 | 3779.29 | 5298.64 | 1309.3 | 1048.35 |
| 2022-11-10 09:49:02.740324 | 561 | 1528.01 | 3781.9 | 5309.9 | 1308.91 | 1048.88 |
| 2022-11-10 09:50:06.658321 | 558 | 1419.54 | 3752.36 | 5171.9 | 1307.99 | 1041.16 |
| 2022-11-10 09:51:10.695317 | 561 | 1526.86 | 3779.74 | 5306.6 | 1313.23 | 1050.39 |
| 2022-11-10 09:52:14.945929 | 561 | 1518.44 | 3778.44 | 5296.88 | 1313.32 | 1049.82 |
| 2022-11-10 09:53:19.174931 | 558 | 1518.56 | 3778.62 | 5297.18 | 1313.04 | 1050.02 |
| 2022-11-10 09:54:23.243970 | 562 | 1518.44 | 3786.85 | 5305.3 | 1311.54 | 1049.73 |
| 2022-11-10 09:55:27.562914 | 563 | 1528.56 | 3780.85 | 5309.41 | 1308.03 | 1048.33 |
| 2022-11-10 09:56:32.775296 | 563 | 1526.9 | 3783.86 | 5310.77 | 1309.47 | 1049.07 |
| 2022-11-10 09:57:39.983660 | 560 | 1519.07 | 3781.49 | 5300.56 | 1310.2 | 1048.68 |
| 2022-11-10 09:58:45.658707 | 562 | 1516.46 | 3775 | 5291.46 | 1319.42 | 1052.3 |
| 2022-11-10 09:59:52.704866 | 561 | 1517.46 | 3776.94 | 5294.39 | 1320.16 | 1052.55 |
| 2022-11-10 10:00:56.884026 | 561 | 1525.41 | 3778.31 | 5303.72 | 1317.26 | 1051.9 |
| 2022-11-10 10:02:01.477157 | 557 | 1523.38 | 3779.13 | 5302.52 | 1315.32 | 1051.37 |
| 2022-11-10 10:03:05.487149 | 557 | 1516.52 | 3781.3 | 5297.83 | 1309.95 | 1047.65 |
| 2022-11-10 10:04:09.532437 | 561 | 1498.86 | 3780.4 | 5279.26 | 1311.39 | 1048.19 |
| 2022-11-10 10:05:13.631048 | 559 | 1514.24 | 3745.83 | 5260.07 | 1318.5 | 1049.98 |
| 2022-11-10 10:06:20.671989 | 559 | 1514.92 | 3782.88 | 5297.8 | 1322.07 | 1053.47 |
| 2022-11-10 10:07:24.726174 | 559 | 1514.19 | 3775.02 | 5289.21 | 1325.46 | 1054.24 |
| 2022-11-10 10:08:29.205327 | 560 | 1513.97 | 3781.29 | 5295.26 | 1325.49 | 1054.5 |
| 2022-11-10 10:09:33.281240 | 556 | 1520.81 | 3772.02 | 5292.83 | 1328.58 | 1055.58 |
| 2022-11-10 10:10:37.454569 | 558 | 1512.63 | 3823.15 | 5335.78 | 1329.22 | 1058.18 |
| 2022-11-10 10:11:43.062217 | 561 | 1523.14 | 3827.07 | 5350.21 | 1327.37 | 1058.11 |
| 2022-11-10 10:12:50.688218 | 557 | 1476.63 | 3831.48 | 5308.11 | 1325.51 | 1054.84 |
| 2022-11-10 10:13:55.698116 | 558 | 1514.11 | 3824.79 | 5338.89 | 1326.96 | 1056.97 |
| 2022-11-10 10:14:59.897255 | 560 | 1521.05 | 3823.38 | 5344.43 | 1329.27 | 1058.6 |
| 2022-11-10 10:16:04.393786 | 557 | 1484.22 | 3819.45 | 5303.67 | 1331.12 | 1056.96 |
| 2022-11-10 10:17:09.999747 | 559 | 1498.66 | 3664.78 | 5163.44 | 1340.49 | 1054.1 |
| 2022-11-10 10:18:14.037100 | 554 | 1489.59 | 3800.66 | 5290.25 | 1342.98 | 1061 |
| 2022-11-10 10:19:18.219276 | 553 | 1508.61 | 3823.53 | 5332.14 | 1335.59 | 1060.15 |
| 2022-11-10 10:20:22.370608 | 555 | 1512.12 | 3824.66 | 5336.78 | 1330.93 | 1058.63 |
| 2022-11-10 10:21:26.421877 | 554 | 1367.75 | 3798.84 | 5166.59 | 1335.26 | 1051.07 |
| 2022-11-10 10:22:34.328141 | 555 | 1459.97 | 3820.87 | 5280.84 | 1335.7 | 1057.72 |
| 2022-11-10 10:23:39.949650 | 555 | 1521.41 | 3827.19 | 5348.59 | 1332.12 | 1059.81 |
| 2022-11-10 10:24:45.063962 | 555 | 1521.41 | 3827.19 | 5348.59 | 1332.12 | 1059.81 |
| 2022-11-10 10:25:48.134186 | 552 | 1459.43 | 3819.24 | 5278.68 | 1333.47 | 1056.75 |
| 2022-11-10 10:26:52.766609 | 557 | 1520.18 | 3819.4 | 5339.58 | 1335.27 | 1060.81 |
| 2022-11-10 10:28:00.746138 | 556 | 1509.19 | 3823.58 | 5332.77 | 1341.55 | 1062.74 |
| 2022-11-10 10:29:07.301749 | 559 | 1637.24 | 3862.62 | 5499.86 | 1346.49 | 1073.97 |
| 2022-11-10 10:30:12.172124 | 558 | 1490.64 | 3796.9 | 5287.53 | 1346.07 | 1062.96 |
| 2022-11-10 10:31:16.734750 | 562 | 1647.77 | 3825.16 | 5472.93 | 1337.95 | 1069.69 |
| 2022-11-10 10:32:21.547108 | 561 | 1640.03 | 3862.69 | 5502.73 | 1339.29 | 1071.27 |
level
ask_v
bid_v
total_v
mid_p
vwap
microestructura_datos, level, ask_v, bid_v, total_v, mid_p, vwap = main.microestructura_visuales(datos_solana, ticker_2)
microestructura_datos["kraken"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 10:48:16.803532 | 100 | 16057 | 54336.4 | 70393.3 | 19.005 | 18.9622 |
| 2022-11-10 10:49:32.720856 | 100 | 14205.4 | 26189.7 | 40395.1 | 19.015 | 18.9521 |
| 2022-11-10 10:50:38.295411 | 100 | 11726.8 | 22497.2 | 34223.9 | 19.045 | 18.8593 |
| 2022-11-10 10:51:43.193787 | 100 | 12487.4 | 36030.8 | 48518.2 | 18.995 | 18.717 |
| 2022-11-10 10:52:47.350236 | 100 | 11581.3 | 54295.2 | 65876.4 | 18.925 | 18.7485 |
| 2022-11-10 10:53:52.172307 | 100 | 12119 | 60360.7 | 72479.6 | 18.96 | 18.7338 |
| 2022-11-10 10:54:56.144525 | 100 | 11465.6 | 54978.2 | 66443.8 | 18.935 | 18.7558 |
| 2022-11-10 10:56:00.312885 | 100 | 12135 | 59510.8 | 71645.8 | 18.905 | 18.7013 |
| 2022-11-10 10:57:04.313167 | 100 | 12758.7 | 57173.4 | 69932.1 | 18.915 | 18.7082 |
| 2022-11-10 10:58:11.625959 | 100 | 12919.5 | 54317.7 | 67237.2 | 18.905 | 18.6891 |
| 2022-11-10 10:59:16.604536 | 100 | 12935.2 | 43962.2 | 56897.3 | 18.905 | 18.6292 |
| 2022-11-10 11:00:20.586572 | 100 | 13023 | 29177.8 | 42200.8 | 18.795 | 18.5634 |
| 2022-11-10 11:01:24.650615 | 100 | 15535.4 | 27456.3 | 42991.6 | 18.325 | 18.0023 |
| 2022-11-10 11:02:28.628026 | 100 | 19222.6 | 51957.5 | 71180.1 | 17.81 | 17.1154 |
| 2022-11-10 11:03:32.878283 | 100 | 23147.3 | 40716.5 | 63863.9 | 17.785 | 17.4738 |
| 2022-11-10 11:04:37.084207 | 100 | 25654.6 | 39335 | 64989.6 | 17.8 | 17.5063 |
| 2022-11-10 11:05:41.114985 | 100 | 23517.9 | 38007.3 | 61525.2 | 17.675 | 17.3411 |
| 2022-11-10 11:06:47.463621 | 100 | 17802.4 | 55867 | 73669.4 | 17.525 | 16.899 |
| 2022-11-10 11:07:51.562846 | 100 | 18627.8 | 45031.3 | 63659.1 | 17.565 | 16.9513 |
| 2022-11-10 11:08:56.745463 | 100 | 10008.8 | 44057.3 | 54066.1 | 17.585 | 16.7283 |
| 2022-11-10 11:10:01.841086 | 100 | 9782.3 | 26493.2 | 36275.5 | 17.425 | 16.9631 |
| 2022-11-10 11:11:07.080485 | 100 | 13101.9 | 46058 | 59159.9 | 17.46 | 16.8075 |
| 2022-11-10 11:12:11.516249 | 100 | 9100.8 | 37376.4 | 46477.2 | 17.59 | 16.9942 |
| 2022-11-10 11:13:15.804330 | 100 | 10382.2 | 48429.7 | 58811.9 | 17.565 | 16.8505 |
| 2022-11-10 11:14:20.735077 | 100 | 10141.6 | 50977.6 | 61119.3 | 17.575 | 16.8743 |
| 2022-11-10 11:15:24.885367 | 100 | 11005 | 41563.4 | 52568.5 | 17.555 | 17.0517 |
| 2022-11-10 11:16:29.098419 | 100 | 11199.1 | 52055.3 | 63254.4 | 17.68 | 17.1664 |
| 2022-11-10 11:17:33.580246 | 100 | 13027.8 | 50748.7 | 63776.5 | 17.505 | 17.084 |
| 2022-11-10 11:18:38.000241 | 100 | 7873.69 | 54823.9 | 62697.6 | 17.63 | 16.8306 |
| 2022-11-10 11:19:43.518327 | 100 | 12949 | 40998 | 53947 | 17.57 | 17.171 |
| 2022-11-10 11:20:49.218519 | 100 | 12973 | 51315.5 | 64288.4 | 17.525 | 17.2263 |
| 2022-11-10 11:21:53.484904 | 100 | 13927.4 | 51064.4 | 64991.8 | 17.715 | 17.3416 |
| 2022-11-10 11:22:57.674665 | 100 | 12837.4 | 53246 | 66083.4 | 17.74 | 17.3595 |
| 2022-11-10 11:24:01.748705 | 100 | 13050.3 | 52342.5 | 65392.7 | 17.685 | 17.3304 |
| 2022-11-10 11:25:06.307597 | 100 | 13723.8 | 49722.8 | 63446.6 | 17.705 | 17.3888 |
| 2022-11-10 11:26:11.483459 | 100 | 14008.6 | 52169.8 | 66178.4 | 17.695 | 17.3468 |
| 2022-11-10 11:27:19.801638 | 100 | 13799.4 | 50684.4 | 64483.8 | 17.625 | 17.3188 |
| 2022-11-10 11:28:24.340255 | 100 | 13907.4 | 45101.1 | 59008.5 | 17.435 | 17.2203 |
| 2022-11-10 11:29:28.770872 | 100 | 12517.2 | 43645 | 56162.2 | 17.52 | 17.1773 |
| 2022-11-10 11:30:34.580912 | 100 | 15448.8 | 47983.5 | 63432.3 | 17.495 | 17.2155 |
| 2022-11-10 11:31:39.706037 | 100 | 14566.7 | 50112.4 | 64679 | 17.385 | 16.9884 |
| 2022-11-10 11:32:45.398478 | 100 | 13655.4 | 52138.7 | 65794.2 | 17.25 | 16.9854 |
| 2022-11-10 11:33:51.633704 | 100 | 5861.09 | 60173.6 | 66034.7 | 17.04 | 16.5055 |
| 2022-11-10 11:35:01.426216 | 100 | 5317.56 | 39815.8 | 45133.4 | 16.79 | 16.1832 |
| 2022-11-10 11:36:10.719244 | 100 | 6801.56 | 57318.3 | 64119.8 | 16.825 | 16.2972 |
| 2022-11-10 11:37:18.732415 | 100 | 6346.29 | 54106.3 | 60452.6 | 16.755 | 16.222 |
| 2022-11-10 11:38:24.126225 | 100 | 6052.65 | 53281.3 | 59333.9 | 16.67 | 16.1355 |
| 2022-11-10 11:39:29.063151 | 100 | 6055.45 | 54646.3 | 60701.7 | 16.43 | 15.9911 |
| 2022-11-10 11:40:33.824078 | 100 | 14810.5 | 45070.8 | 59881.4 | 16.58 | 16.1255 |
| 2022-11-10 11:41:38.437848 | 100 | 15116.5 | 56131.3 | 71247.8 | 16.63 | 16.2244 |
| 2022-11-10 11:42:44.468366 | 100 | 15402.3 | 56486.9 | 71889.2 | 16.61 | 16.2006 |
| 2022-11-10 11:43:52.514910 | 100 | 6491.94 | 56957.5 | 63449.5 | 16.605 | 16.1086 |
| 2022-11-10 11:44:58.577832 | 100 | 5775.94 | 49025.2 | 54801.1 | 16.435 | 15.9704 |
| 2022-11-10 11:46:05.057611 | 100 | 5182.08 | 51501.1 | 56683.1 | 16.455 | 16.0102 |
| 2022-11-10 11:47:11.353268 | 100 | 15198.1 | 53308.9 | 68506.9 | 16.52 | 16.2198 |
| 2022-11-10 11:48:19.189128 | 100 | 6298.26 | 57706.1 | 64004.4 | 16.58 | 16.0834 |
| 2022-11-10 11:49:26.921931 | 100 | 7015.68 | 56730.2 | 63745.9 | 16.515 | 16.0687 |
| 2022-11-10 11:50:31.876262 | 100 | 6478.5 | 60085.7 | 66564.2 | 16.665 | 16.1317 |
| 2022-11-10 11:51:36.672924 | 100 | 5479.04 | 56419.3 | 61898.3 | 16.695 | 16.1375 |
| 2022-11-10 11:52:42.531208 | 100 | 6641.25 | 55965.2 | 62606.5 | 16.64 | 16.1744 |
microestructura_datos["ftx"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 10:48:16.803532 | 20 | 298.24 | 187.61 | 485.85 | 19.8687 | 19.9141 |
| 2022-11-10 10:49:32.720856 | 20 | 417.23 | 207.59 | 624.82 | 19.8188 | 19.9002 |
| 2022-11-10 10:50:38.295411 | 20 | 325.23 | 68.26 | 393.49 | 19.5737 | 19.8889 |
| 2022-11-10 10:51:43.193787 | 20 | 370.11 | 641.24 | 1011.35 | 19.8438 | 19.845 |
| 2022-11-10 10:52:47.350236 | 20 | 386 | 433.1 | 819.1 | 19.4425 | 19.1629 |
| 2022-11-10 10:53:52.172307 | 20 | 1252.91 | 181.13 | 1434.04 | 18.7462 | 18.8649 |
| 2022-11-10 10:54:56.144525 | 20 | 792.75 | 527.67 | 1320.42 | 18.605 | 18.5911 |
| 2022-11-10 10:56:00.312885 | 20 | 851.44 | 448.35 | 1299.79 | 18.525 | 18.6041 |
| 2022-11-10 10:57:04.313167 | 20 | 753.45 | 391.01 | 1144.46 | 18.5925 | 18.665 |
| 2022-11-10 10:58:11.625959 | 20 | 1254.43 | 140.84 | 1395.27 | 18.4737 | 18.6432 |
| 2022-11-10 10:59:16.604536 | 20 | 379.62 | 409.14 | 788.76 | 19.1938 | 19.2869 |
| 2022-11-10 11:00:20.586572 | 20 | 97.41 | 61.11 | 158.52 | 19.3975 | 19.4573 |
| 2022-11-10 11:01:24.650615 | 20 | 173.34 | 23.05 | 196.39 | 18.9237 | 19.1523 |
| 2022-11-10 11:02:28.628026 | 20 | 96.27 | 32.29 | 128.56 | 18.9013 | 19.0305 |
| 2022-11-10 11:03:32.878283 | 20 | 49.01 | 169.87 | 218.88 | 19.0012 | 18.9309 |
| 2022-11-10 11:04:37.084207 | 20 | 100.97 | 127.42 | 228.39 | 18.7362 | 18.7658 |
| 2022-11-10 11:05:41.114985 | 20 | 83.71 | 102.49 | 186.2 | 18.5637 | 18.5803 |
| 2022-11-10 11:06:47.463621 | 20 | 65.33 | 4893.09 | 4958.42 | 18.6812 | 18.6755 |
| 2022-11-10 11:07:51.562846 | 20 | 17.29 | 4610.27 | 4627.56 | 18.6788 | 18.6754 |
| 2022-11-10 11:08:56.745463 | 20 | 96.01 | 3774.69 | 3870.7 | 18.7063 | 18.6825 |
| 2022-11-10 11:10:01.841086 | 20 | 51.17 | 3671.17 | 3722.34 | 18.87 | 18.6845 |
| 2022-11-10 11:11:07.080485 | 20 | 68.84 | 3655.66 | 3724.5 | 18.6938 | 18.6782 |
| 2022-11-10 11:12:11.516249 | 20 | 41.92 | 3731.41 | 3773.33 | 19.0562 | 18.6944 |
| 2022-11-10 11:13:15.804330 | 20 | 26.96 | 3743.56 | 3770.52 | 19.5012 | 19.4679 |
| 2022-11-10 11:14:20.735077 | 20 | 12775.6 | 131.89 | 12907.5 | 19.4537 | 19.6508 |
| 2022-11-10 11:15:24.885367 | 20 | 77.14 | 161.94 | 239.08 | 18.9638 | 18.8912 |
| 2022-11-10 11:16:29.098419 | 20 | 12885.4 | 244.66 | 13130.1 | 18.9112 | 18.9979 |
| 2022-11-10 11:17:33.580246 | 20 | 64.9 | 37.42 | 102.32 | 18.5987 | 18.657 |
| 2022-11-10 11:18:38.000241 | 20 | 12639.1 | 158.65 | 12797.7 | 18.4738 | 18.6944 |
| 2022-11-10 11:19:43.518327 | 20 | 12646.5 | 129.53 | 12776 | 18.4462 | 18.6944 |
| 2022-11-10 11:20:49.218519 | 20 | 12657.5 | 46.86 | 12704.4 | 18.4838 | 18.6973 |
| 2022-11-10 11:21:53.484904 | 20 | 238.38 | 1689.18 | 1927.56 | 18.3175 | 18.3086 |
| 2022-11-10 11:22:57.674665 | 20 | 95.84 | 1114.96 | 1210.8 | 18.3025 | 18.2763 |
| 2022-11-10 11:24:01.748705 | 20 | 91.33 | 1047.58 | 1138.91 | 18.3025 | 18.2764 |
| 2022-11-10 11:25:06.307597 | 20 | 12526.7 | 998.01 | 13524.7 | 18.445 | 18.6708 |
| 2022-11-10 11:26:11.483459 | 20 | 9355.21 | 843.97 | 10199.2 | 18.3963 | 18.575 |
| 2022-11-10 11:27:19.801638 | 20 | 9388.75 | 55717.9 | 65106.7 | 18.3287 | 18.3188 |
| 2022-11-10 11:28:24.340255 | 20 | 19.85 | 47053.4 | 47073.3 | 18.5125 | 18.3067 |
| 2022-11-10 11:29:28.770872 | 20 | 119.04 | 23512.1 | 23631.2 | 18.6125 | 18.5484 |
| 2022-11-10 11:30:34.580912 | 20 | 114.53 | 22527 | 22641.6 | 18.6038 | 18.5477 |
| 2022-11-10 11:31:39.706037 | 20 | 60.18 | 22252 | 22312.2 | 18.5688 | 18.5475 |
| 2022-11-10 11:32:45.398478 | 20 | 60.69 | 21814.4 | 21875.1 | 18.6225 | 18.5485 |
| 2022-11-10 11:33:51.633704 | 20 | 119.88 | 18017.9 | 18137.7 | 18.8462 | 18.5614 |
| 2022-11-10 11:35:01.426216 | 20 | 88.72 | 187.02 | 275.74 | 18.8862 | 18.7541 |
| 2022-11-10 11:36:10.719244 | 20 | 141.14 | 17861.8 | 18002.9 | 18.9812 | 18.9753 |
| 2022-11-10 11:37:18.732415 | 20 | 86.57 | 18273.9 | 18360.4 | 19.0763 | 18.9751 |
| 2022-11-10 11:38:24.126225 | 20 | 106.39 | 17333.5 | 17439.9 | 18.9787 | 18.9759 |
| 2022-11-10 11:39:29.063151 | 20 | 137.53 | 14293.7 | 14431.2 | 18.9763 | 18.9758 |
| 2022-11-10 11:40:33.824078 | 20 | 58.23 | 43.96 | 102.19 | 18.9763 | 19.0322 |
| 2022-11-10 11:41:38.437848 | 20 | 73.99 | 36.13 | 110.12 | 18.84 | 18.8852 |
| 2022-11-10 11:42:44.468366 | 20 | 65.33 | 1416.11 | 1481.44 | 18.7875 | 18.7543 |
| 2022-11-10 11:43:52.514910 | 20 | 56.1 | 1389.28 | 1445.38 | 18.7925 | 18.7558 |
| 2022-11-10 11:44:58.577832 | 20 | 106.96 | 784.22 | 891.18 | 18.775 | 18.7573 |
| 2022-11-10 11:46:05.057611 | 20 | 79.73 | 760.8 | 840.53 | 18.7762 | 18.7558 |
| 2022-11-10 11:47:11.353268 | 20 | 121.75 | 22568.2 | 22690 | 18.6437 | 18.5477 |
| 2022-11-10 11:48:19.189128 | 20 | 84.54 | 17190.3 | 17274.8 | 18.845 | 18.5598 |
| 2022-11-10 11:49:26.921931 | 20 | 78.25 | 23203.5 | 23281.8 | 18.6538 | 18.5531 |
| 2022-11-10 11:50:31.876262 | 20 | 141.27 | 22974.3 | 23115.6 | 18.6525 | 18.5528 |
| 2022-11-10 11:51:36.672924 | 20 | 172.81 | 22339.7 | 22512.6 | 18.6537 | 18.5501 |
| 2022-11-10 11:52:42.531208 | 20 | 189.7 | 20102.1 | 20291.8 | 18.5988 | 18.5457 |
microestructura_datos["cex"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 10:48:16.803532 | 407 | 5285.93 | 6017 | 11302.9 | 18.2486 | 130.662 |
| 2022-11-10 10:49:32.720856 | 406 | 5280.75 | 6100.4 | 11381.2 | 18.2354 | 129.879 |
| 2022-11-10 10:50:38.295411 | 406 | 5281.09 | 6067.54 | 11348.6 | 18.2354 | 130.202 |
| 2022-11-10 10:51:43.193787 | 404 | 5230.96 | 6067.43 | 11298.4 | 18.2447 | 130.7 |
| 2022-11-10 10:52:47.350236 | 404 | 5218.02 | 6100.71 | 11318.7 | 18.2447 | 130.49 |
| 2022-11-10 10:53:52.172307 | 407 | 5253.38 | 6061.52 | 11314.9 | 18.3145 | 130.524 |
| 2022-11-10 10:54:56.144525 | 406 | 5217.75 | 6098.18 | 11315.9 | 18.3146 | 130.496 |
| 2022-11-10 10:56:00.312885 | 406 | 5218.3 | 6094.34 | 11312.6 | 18.2417 | 130.527 |
| 2022-11-10 10:57:04.313167 | 408 | 5267.18 | 6086.31 | 11353.5 | 18.2417 | 130.125 |
| 2022-11-10 10:58:11.625959 | 409 | 5280.68 | 6039.5 | 11320.2 | 18.2416 | 130.439 |
| 2022-11-10 10:59:16.604536 | 407 | 5256.67 | 6041.32 | 11298 | 18.0791 | 130.667 |
| 2022-11-10 11:00:20.586572 | 408 | 5267.37 | 6041.86 | 11309.2 | 18.0096 | 130.55 |
| 2022-11-10 11:01:24.650615 | 408 | 5262.32 | 6056.84 | 11319.2 | 17.6914 | 130.41 |
| 2022-11-10 11:02:28.628026 | 407 | 5249.39 | 6123.84 | 11373.2 | 17.6915 | 129.839 |
| 2022-11-10 11:03:32.878283 | 408 | 5256.96 | 6117.75 | 11374.7 | 17.6915 | 129.79 |
| 2022-11-10 11:04:37.084207 | 409 | 5270.53 | 6084.59 | 11355.1 | 17.6914 | 129.978 |
| 2022-11-10 11:05:41.114985 | 409 | 5270.58 | 6089.99 | 11360.6 | 17.6914 | 129.912 |
| 2022-11-10 11:06:47.463621 | 409 | 5257.59 | 6107.54 | 11365.1 | 17.6688 | 129.812 |
| 2022-11-10 11:07:51.562846 | 408 | 5257.67 | 6204.06 | 11461.7 | 17.6712 | 128.859 |
| 2022-11-10 11:08:56.745463 | 408 | 5241.82 | 6176.99 | 11418.8 | 17.5703 | 129.265 |
| 2022-11-10 11:10:01.841086 | 408 | 5244.77 | 6174.47 | 11419.2 | 17.5692 | 129.24 |
| 2022-11-10 11:11:07.080485 | 407 | 5211.1 | 6190.53 | 11401.6 | 17.5476 | 129.38 |
| 2022-11-10 11:12:11.516249 | 406 | 5213.3 | 6193.12 | 11406.4 | 17.5678 | 129.342 |
| 2022-11-10 11:13:15.804330 | 409 | 5262.25 | 6190.37 | 11452.6 | 17.5678 | 128.883 |
| 2022-11-10 11:14:20.735077 | 405 | 5262.16 | 6194.21 | 11456.4 | 17.5677 | 128.838 |
| 2022-11-10 11:15:24.885367 | 406 | 5264.95 | 6675.08 | 11940 | 17.5244 | 124.288 |
| 2022-11-10 11:16:29.098419 | 406 | 5205.98 | 6681.33 | 11887.3 | 17.5046 | 124.784 |
| 2022-11-10 11:17:33.580246 | 407 | 5267.7 | 6628.36 | 11896.1 | 17.5044 | 124.69 |
| 2022-11-10 11:18:38.000241 | 408 | 5260.6 | 6552.12 | 11812.7 | 17.5046 | 125.569 |
| 2022-11-10 11:19:43.518327 | 407 | 5261.8 | 6471.72 | 11733.5 | 17.5045 | 126.316 |
| 2022-11-10 11:20:49.218519 | 407 | 5266.7 | 6522.84 | 11789.5 | 17.5046 | 125.811 |
| 2022-11-10 11:21:53.484904 | 407 | 5245.45 | 6522.36 | 11767.8 | 17.5445 | 126.016 |
| 2022-11-10 11:22:57.674665 | 407 | 5281.07 | 6505.72 | 11786.8 | 17.5954 | 125.841 |
| 2022-11-10 11:24:01.748705 | 405 | 5280.18 | 6596.97 | 11877.2 | 17.6558 | 125.02 |
| 2022-11-10 11:25:06.307597 | 404 | 5270.55 | 6575.25 | 11845.8 | 17.6558 | 125.313 |
| 2022-11-10 11:26:11.483459 | 402 | 5281.63 | 6579.95 | 11861.6 | 17.6938 | 125.166 |
| 2022-11-10 11:27:19.801638 | 408 | 5282.85 | 6525.16 | 11808 | 17.6595 | 125.657 |
| 2022-11-10 11:28:24.340255 | 408 | 5262.96 | 6514.63 | 11777.6 | 17.455 | 125.927 |
| 2022-11-10 11:29:28.770872 | 408 | 5264.48 | 6522.62 | 11787.1 | 17.3939 | 125.833 |
| 2022-11-10 11:30:34.580912 | 409 | 5278.12 | 6555.14 | 11833.3 | 17.394 | 125.402 |
| 2022-11-10 11:31:39.706037 | 407 | 5250.01 | 6507.23 | 11757.2 | 17.3939 | 126.069 |
| 2022-11-10 11:32:45.398478 | 410 | 5118.61 | 6522.79 | 11641.4 | 17.374 | 126.892 |
| 2022-11-10 11:33:51.633704 | 408 | 5174.53 | 6538.57 | 11713.1 | 17.151 | 126.259 |
| 2022-11-10 11:35:01.426216 | 407 | 5252.27 | 6539.51 | 11791.8 | 16.827 | 125.551 |
| 2022-11-10 11:36:10.719244 | 409 | 5312.66 | 6574.57 | 11887.2 | 16.8509 | 124.637 |
| 2022-11-10 11:37:18.732415 | 410 | 5358.05 | 6563.23 | 11921.3 | 16.8283 | 124.319 |
| 2022-11-10 11:38:24.126225 | 409 | 5299.07 | 6568.26 | 11867.3 | 16.6352 | 124.785 |
| 2022-11-10 11:39:29.063151 | 409 | 5234.21 | 6613.54 | 11847.8 | 16.489 | 124.916 |
| 2022-11-10 11:40:33.824078 | 406 | 5172.6 | 6681.92 | 11854.5 | 16.5286 | 124.784 |
| 2022-11-10 11:41:38.437848 | 406 | 5172.11 | 6686.9 | 11859 | 16.6061 | 124.756 |
| 2022-11-10 11:42:44.468366 | 408 | 5240.78 | 6669.63 | 11910.4 | 16.6217 | 124.288 |
| 2022-11-10 11:43:52.514910 | 408 | 5241.97 | 6726.2 | 11968.2 | 16.5995 | 123.733 |
| 2022-11-10 11:44:58.577832 | 409 | 5245.96 | 6698.84 | 11944.8 | 16.3968 | 123.96 |
| 2022-11-10 11:46:05.057611 | 408 | 5207.82 | 6708.84 | 11916.7 | 16.3968 | 124.205 |
| 2022-11-10 11:47:11.353268 | 406 | 5162.73 | 6749.82 | 11912.6 | 16.3968 | 124.193 |
| 2022-11-10 11:48:19.189128 | 406 | 5184.66 | 6715.93 | 11900.6 | 16.3968 | 124.304 |
| 2022-11-10 11:49:26.921931 | 408 | 5209.5 | 6678.23 | 11887.7 | 16.3968 | 124.432 |
| 2022-11-10 11:50:31.876262 | 402 | 5201.79 | 6756.4 | 11958.2 | 16.5121 | 123.816 |
| 2022-11-10 11:51:36.672924 | 402 | 5181.4 | 6723.24 | 11904.6 | 16.648 | 124.32 |
| 2022-11-10 11:52:42.531208 | 406 | 5197.42 | 6724.24 | 11921.7 | 16.6479 | 124.166 |
level
ask_v
bid_v
total_v
mid_p
vwap
microestructura_datos, level, ask_v, bid_v, total_v, mid_p, vwap = main.microestructura_visuales(datos_bitcoin, ticker_3)
microestructura_datos["kraken"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 11:56:15.503641 | 100 | 312.052 | 416.892 | 728.944 | 17134.5 | 17129.4 |
| 2022-11-10 11:57:33.979138 | 100 | 323.478 | 284.633 | 608.111 | 17137.4 | 17155.6 |
| 2022-11-10 11:58:40.049564 | 100 | 339.772 | 327.21 | 666.982 | 17153 | 17170.4 |
| 2022-11-10 11:59:44.186095 | 100 | 341.303 | 288.467 | 629.77 | 17179 | 17193.3 |
| 2022-11-10 12:00:48.200567 | 100 | 336.332 | 420.749 | 757.081 | 17212.6 | 17194.2 |
| 2022-11-10 12:01:52.346278 | 100 | 328.922 | 489.689 | 818.611 | 17207.8 | 17185.5 |
| 2022-11-10 12:02:58.422499 | 100 | 304.959 | 585.89 | 890.849 | 17275.2 | 17221.2 |
| 2022-11-10 12:04:02.643466 | 100 | 304.708 | 545.948 | 850.656 | 17315.8 | 17281.3 |
| 2022-11-10 12:05:06.711343 | 100 | 254.619 | 605.649 | 860.268 | 17294.7 | 17252.8 |
| 2022-11-10 12:06:11.222029 | 100 | 225.47 | 611.596 | 837.066 | 17325 | 17265.6 |
| 2022-11-10 12:07:15.282337 | 100 | 226.331 | 615.491 | 841.822 | 17292.1 | 17252.7 |
| 2022-11-10 12:08:19.560761 | 100 | 247.097 | 615.151 | 862.248 | 17320.5 | 17270.2 |
| 2022-11-10 12:09:23.505187 | 100 | 234.236 | 618.881 | 853.117 | 17336.5 | 17279.5 |
| 2022-11-10 12:10:27.494670 | 100 | 225.191 | 619.22 | 844.411 | 17347.2 | 17285.4 |
| 2022-11-10 12:11:32.407087 | 100 | 180.603 | 562.369 | 742.972 | 17433.2 | 17322.4 |
| 2022-11-10 12:12:37.506533 | 100 | 217.766 | 577.396 | 795.162 | 17430 | 17356.9 |
| 2022-11-10 12:13:44.675987 | 100 | 227.153 | 585.843 | 812.996 | 17420.7 | 17371.3 |
| 2022-11-10 12:14:48.875789 | 100 | 218.655 | 536.507 | 755.162 | 17367.5 | 17322.1 |
| 2022-11-10 12:15:54.170317 | 100 | 235.796 | 574.568 | 810.364 | 17361.2 | 17325 |
| 2022-11-10 12:16:58.344652 | 100 | 229.248 | 579.174 | 808.422 | 17367 | 17325.8 |
| 2022-11-10 12:18:02.351433 | 100 | 229.277 | 582.896 | 812.173 | 17342.5 | 17313 |
| 2022-11-10 12:19:06.385915 | 100 | 271.559 | 582.19 | 853.749 | 17350 | 17310.5 |
| 2022-11-10 12:20:11.373435 | 100 | 217.455 | 586.159 | 803.614 | 17367.7 | 17311.5 |
| 2022-11-10 12:21:15.312572 | 100 | 200.375 | 552.091 | 752.466 | 17340.1 | 17297.3 |
| 2022-11-10 12:22:20.094155 | 100 | 238.431 | 602.071 | 840.502 | 17321 | 17279.4 |
| 2022-11-10 12:23:25.999644 | 100 | 204.617 | 614.544 | 819.161 | 17273.1 | 17238.7 |
| 2022-11-10 12:24:30.090052 | 100 | 236.583 | 579.053 | 815.636 | 17238.8 | 17216.7 |
| 2022-11-10 12:25:34.453113 | 100 | 222.076 | 557.078 | 779.154 | 17331.6 | 17262.7 |
| 2022-11-10 12:26:38.563283 | 100 | 227.907 | 572.761 | 800.668 | 17292 | 17248.1 |
| 2022-11-10 12:27:42.632501 | 100 | 243.222 | 589.756 | 832.978 | 17287 | 17244.2 |
| 2022-11-10 12:28:46.630550 | 100 | 228.323 | 608.459 | 836.782 | 17291.1 | 17248.9 |
| 2022-11-10 12:29:51.485946 | 100 | 213.304 | 448.029 | 661.333 | 17191.1 | 17162.2 |
| 2022-11-10 12:30:55.625611 | 100 | 238.462 | 516.254 | 754.716 | 17217.9 | 17176.5 |
| 2022-11-10 12:32:01.829409 | 100 | 238.297 | 439.274 | 677.571 | 17228.6 | 17196.8 |
| 2022-11-10 12:33:05.941445 | 100 | 229.335 | 522.313 | 751.648 | 17246.1 | 17200 |
| 2022-11-10 12:34:09.935074 | 100 | 223.826 | 481.776 | 705.602 | 17239.8 | 17205.6 |
| 2022-11-10 12:35:14.963376 | 100 | 201.011 | 328.306 | 529.317 | 17262.8 | 17238.6 |
| 2022-11-10 12:36:19.905115 | 100 | 173.909 | 340.496 | 514.405 | 17278.1 | 17258.2 |
| 2022-11-10 12:37:23.880310 | 100 | 188.723 | 337.23 | 525.953 | 17271.2 | 17253.9 |
| 2022-11-10 12:38:27.876420 | 100 | 203.042 | 329.699 | 532.741 | 17257.3 | 17245.8 |
| 2022-11-10 12:39:31.953284 | 100 | 208.651 | 351.052 | 559.703 | 17258.5 | 17246 |
| 2022-11-10 12:40:36.249694 | 100 | 201.833 | 324.906 | 526.739 | 17283.8 | 17269.4 |
| 2022-11-10 12:41:41.336615 | 100 | 195.86 | 361.117 | 556.977 | 17309.7 | 17274.7 |
| 2022-11-10 12:42:45.392040 | 100 | 204.007 | 356.148 | 560.155 | 17327.8 | 17310.9 |
| 2022-11-10 12:43:49.375911 | 100 | 234.86 | 364.662 | 599.522 | 17320.5 | 17307 |
| 2022-11-10 12:44:55.391283 | 100 | 257.004 | 356.527 | 613.531 | 17320 | 17305.4 |
| 2022-11-10 12:46:01.469801 | 100 | 246.81 | 380.616 | 627.426 | 17303.3 | 17294.1 |
| 2022-11-10 12:47:05.593890 | 100 | 249.999 | 362.843 | 612.842 | 17303.3 | 17300.2 |
| 2022-11-10 12:48:15.439141 | 100 | 257.331 | 371.822 | 629.153 | 17322.8 | 17305.9 |
| 2022-11-10 12:49:19.829937 | 100 | 256.335 | 345.262 | 601.597 | 17318.4 | 17304.4 |
| 2022-11-10 12:50:24.236549 | 100 | 271.261 | 369.288 | 640.549 | 17306.8 | 17298.5 |
| 2022-11-10 12:51:28.454964 | 100 | 278.742 | 369.202 | 647.944 | 17287.7 | 17286.8 |
| 2022-11-10 12:52:32.958980 | 100 | 290.344 | 387.136 | 677.48 | 17313 | 17296.9 |
| 2022-11-10 12:53:37.828024 | 100 | 292.873 | 356.667 | 649.54 | 17278.7 | 17275.8 |
| 2022-11-10 12:54:42.517350 | 100 | 309.893 | 372.098 | 681.991 | 17274.7 | 17272.1 |
| 2022-11-10 12:55:47.011781 | 100 | 309.554 | 357.706 | 667.26 | 17289.9 | 17282.2 |
| 2022-11-10 12:56:52.797329 | 100 | 311.843 | 419.086 | 730.929 | 17299.2 | 17293.4 |
| 2022-11-10 12:57:57.283296 | 100 | 305.048 | 411.317 | 716.365 | 17316.3 | 17304.7 |
| 2022-11-10 12:59:01.719495 | 100 | 310.21 | 377.354 | 687.564 | 17312.5 | 17303.1 |
| 2022-11-10 13:00:05.788816 | 100 | 295.876 | 376.408 | 672.284 | 17327.8 | 17309.9 |
microestructura_datos["ftx"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 11:56:15.503641 | 20 | 7.0006 | 9.7862 | 16.7868 | 17169.5 | 17169.2 |
| 2022-11-10 11:57:33.979138 | 20 | 24.2926 | 3.2262 | 27.5188 | 17088.5 | 17089.3 |
| 2022-11-10 11:58:40.049564 | 20 | 10.4555 | 3.1708 | 13.6263 | 17089.5 | 17086.5 |
| 2022-11-10 11:59:44.186095 | 20 | 17.088 | 4.6159 | 21.7039 | 17166.5 | 17180.9 |
| 2022-11-10 12:00:48.200567 | 20 | 14.4947 | 2.9835 | 17.4782 | 17187.5 | 17190.6 |
| 2022-11-10 12:01:52.346278 | 20 | 13.7147 | 4.655 | 18.3697 | 17183 | 17185.8 |
| 2022-11-10 12:02:58.422499 | 20 | 1.6752 | 5.0417 | 6.7169 | 17296.5 | 17267.5 |
| 2022-11-10 12:04:02.643466 | 20 | 6.6501 | 4.19 | 10.8401 | 17280.5 | 17292.8 |
| 2022-11-10 12:05:06.711343 | 20 | 4.9321 | 4.0557 | 8.9878 | 17260.5 | 17269 |
| 2022-11-10 12:06:11.222029 | 20 | 2.935 | 4.4917 | 7.4267 | 17277.5 | 17280.5 |
| 2022-11-10 12:07:15.282337 | 20 | 3.9283 | 2.0481 | 5.9764 | 17261.5 | 17286.5 |
| 2022-11-10 12:08:19.560761 | 20 | 2.797 | 10.6607 | 13.4577 | 17310.5 | 17311.4 |
| 2022-11-10 12:09:23.505187 | 20 | 2.9085 | 11.8148 | 14.7233 | 17311.5 | 17312.1 |
| 2022-11-10 12:10:27.494670 | 20 | 2.1391 | 13.4456 | 15.5847 | 17301.5 | 17302.8 |
| 2022-11-10 12:11:32.407087 | 20 | 1.5737 | 9.9073 | 11.481 | 17377 | 17322.9 |
| 2022-11-10 12:12:37.506533 | 20 | 1.221 | 12.8671 | 14.0881 | 17419 | 17392.6 |
| 2022-11-10 12:13:44.675987 | 20 | 3.7881 | 25.2465 | 29.0346 | 17399.5 | 17392.2 |
| 2022-11-10 12:14:48.875789 | 20 | 2.492 | 16.4987 | 18.9907 | 17394.5 | 17390.4 |
| 2022-11-10 12:15:54.170317 | 20 | 3.3525 | 11.5433 | 14.8958 | 17413.5 | 17395.2 |
| 2022-11-10 12:16:58.344652 | 20 | 9.6095 | 3.7214 | 13.3309 | 17383.5 | 17393.3 |
| 2022-11-10 12:18:02.351433 | 20 | 6.1918 | 1.0097 | 7.2015 | 17316 | 17341.2 |
| 2022-11-10 12:19:06.385915 | 20 | 4.5525 | 14.8998 | 19.4523 | 17306.5 | 17248.8 |
| 2022-11-10 12:20:11.373435 | 20 | 4.3171 | 5.1266 | 9.4437 | 17335.5 | 17345 |
| 2022-11-10 12:21:15.312572 | 20 | 2.1835 | 2.2043 | 4.3878 | 17307.5 | 17316.1 |
| 2022-11-10 12:22:20.094155 | 20 | 55.1949 | 2.9673 | 58.1622 | 17249.5 | 17269.1 |
| 2022-11-10 12:23:25.999644 | 20 | 46.7349 | 2.3926 | 49.1275 | 17249.5 | 17267.1 |
| 2022-11-10 12:24:30.090052 | 20 | 47.4538 | 4.3199 | 51.7737 | 17217.5 | 17243 |
| 2022-11-10 12:25:34.453113 | 20 | 21.3368 | 178.808 | 200.145 | 17249.5 | 17247.3 |
| 2022-11-10 12:26:38.563283 | 20 | 38.1407 | 181.781 | 219.921 | 17249.5 | 17248 |
| 2022-11-10 12:27:42.632501 | 20 | 38.6907 | 170.434 | 209.125 | 17249.5 | 17247.4 |
| 2022-11-10 12:28:46.630550 | 20 | 35.1578 | 172.62 | 207.778 | 17249.5 | 17248 |
| 2022-11-10 12:29:51.485946 | 20 | 16.6402 | 127.19 | 143.83 | 17249.5 | 17249.9 |
| 2022-11-10 12:30:55.625611 | 20 | 21.0219 | 109.639 | 130.661 | 17249.5 | 17250.1 |
| 2022-11-10 12:32:01.829409 | 20 | 18.9042 | 100.85 | 119.755 | 17249.5 | 17249.9 |
| 2022-11-10 12:33:05.941445 | 20 | 17.1573 | 100.317 | 117.474 | 17249.5 | 17250.5 |
| 2022-11-10 12:34:09.935074 | 20 | 5.4787 | 102.283 | 107.762 | 17249.5 | 17248.8 |
| 2022-11-10 12:35:14.963376 | 20 | 5.2934 | 115.969 | 121.263 | 17249.5 | 17242.1 |
| 2022-11-10 12:36:19.905115 | 20 | 6.7281 | 97.2521 | 103.98 | 17273.5 | 17253.4 |
| 2022-11-10 12:37:23.880310 | 20 | 8.8903 | 99.2657 | 108.156 | 17249.5 | 17245.9 |
| 2022-11-10 12:38:27.876420 | 20 | 8.7373 | 82.3569 | 91.0942 | 17249.5 | 17247.7 |
| 2022-11-10 12:39:31.953284 | 20 | 6.1342 | 86.4985 | 92.6327 | 17249.5 | 17243.7 |
| 2022-11-10 12:40:36.249694 | 20 | 5.6195 | 76.3526 | 81.9721 | 17259.5 | 17251.2 |
| 2022-11-10 12:41:41.336615 | 20 | 11.2603 | 93.6169 | 104.877 | 17259.5 | 17252.3 |
| 2022-11-10 12:42:45.392040 | 20 | 20.1816 | 11.4056 | 31.5872 | 17312.5 | 17318.6 |
| 2022-11-10 12:43:49.375911 | 20 | 24.1663 | 91.9087 | 116.075 | 17300.5 | 17270.1 |
| 2022-11-10 12:44:55.391283 | 20 | 22.8079 | 15.8571 | 38.665 | 17299 | 17302.4 |
| 2022-11-10 12:46:01.469801 | 20 | 24.7659 | 12.8307 | 37.5966 | 17287.5 | 17299 |
| 2022-11-10 12:47:05.593890 | 20 | 25.0495 | 89.4761 | 114.526 | 17288.5 | 17267.9 |
| 2022-11-10 12:48:15.439141 | 20 | 23.2504 | 22.357 | 45.6074 | 17288.5 | 17293.5 |
| 2022-11-10 12:49:19.829937 | 20 | 21.9088 | 89.5318 | 111.441 | 17288.5 | 17265.7 |
| 2022-11-10 12:50:24.236549 | 20 | 24.4193 | 81.6977 | 106.117 | 17282.5 | 17264.3 |
| 2022-11-10 12:51:28.454964 | 20 | 25.2593 | 81.1992 | 106.459 | 17287.5 | 17265.1 |
| 2022-11-10 12:52:32.958980 | 20 | 24.7001 | 94.6744 | 119.374 | 17287.5 | 17266.5 |
| 2022-11-10 12:53:37.828024 | 20 | 26.047 | 77.0176 | 103.065 | 17287.5 | 17264.9 |
| 2022-11-10 12:54:42.517350 | 20 | 23.9417 | 78.855 | 102.797 | 17281.5 | 17260 |
| 2022-11-10 12:55:47.011781 | 20 | 19.4185 | 83.6446 | 103.063 | 17260.5 | 17256 |
| 2022-11-10 12:56:52.797329 | 20 | 26.6027 | 90.5644 | 117.167 | 17279.5 | 17261.6 |
| 2022-11-10 12:57:57.283296 | 20 | 26.0884 | 81.3959 | 107.484 | 17279.5 | 17262.5 |
| 2022-11-10 12:59:01.719495 | 20 | 21.4955 | 93.5364 | 115.032 | 17278.5 | 17260.8 |
| 2022-11-10 13:00:05.788816 | 20 | 24.6349 | 75.7415 | 100.376 | 17254.5 | 17259.3 |
microestructura_datos["cex"]
| Level | Ask Volume | Bid Volume | Total Volume | Mid Price | VWAP | |
|---|---|---|---|---|---|---|
| Timestamp | ||||||
| 2022-11-10 11:56:15.503641 | 805 | 91.0266 | 172.974 | 264.001 | 17179.2 | 21693.1 |
| 2022-11-10 11:57:33.979138 | 796 | 90.5317 | 172.717 | 263.248 | 17178.4 | 21690 |
| 2022-11-10 11:58:40.049564 | 802 | 90.767 | 173.082 | 263.849 | 17202.4 | 21692.8 |
| 2022-11-10 11:59:44.186095 | 803 | 90.9264 | 172.935 | 263.861 | 17224.7 | 21703 |
| 2022-11-10 12:00:48.200567 | 801 | 91.0783 | 172.905 | 263.983 | 17267.7 | 21709.4 |
| 2022-11-10 12:01:52.346278 | 799 | 90.1005 | 172.785 | 262.885 | 17257 | 21730.8 |
| 2022-11-10 12:02:58.422499 | 796 | 87.6244 | 169.675 | 257.3 | 17327.1 | 21850.6 |
| 2022-11-10 12:04:02.643466 | 803 | 91.0552 | 172.824 | 263.88 | 17367 | 21751.1 |
| 2022-11-10 12:05:06.711343 | 802 | 90.7247 | 172.914 | 263.638 | 17324.1 | 21741.5 |
| 2022-11-10 12:06:11.222029 | 800 | 90.6988 | 172.729 | 263.428 | 17354.8 | 21750.3 |
| 2022-11-10 12:07:15.282337 | 802 | 105.295 | 172.276 | 277.571 | 17346 | 21527.7 |
| 2022-11-10 12:08:19.560761 | 802 | 105.246 | 173.244 | 278.49 | 17361.8 | 21520.8 |
| 2022-11-10 12:09:23.505187 | 804 | 102.426 | 169.755 | 272.181 | 17376.2 | 21623.4 |
| 2022-11-10 12:10:27.494670 | 802 | 105.25 | 173.132 | 278.382 | 17383.8 | 21525.8 |
| 2022-11-10 12:11:32.407087 | 788 | 101.604 | 172.471 | 274.075 | 17472.9 | 21610.3 |
| 2022-11-10 12:12:37.506533 | 801 | 102.221 | 169.416 | 271.638 | 17454.8 | 21657.4 |
| 2022-11-10 12:13:44.675987 | 804 | 105.253 | 172.745 | 277.998 | 17462.4 | 21566.9 |
| 2022-11-10 12:14:48.875789 | 805 | 105.022 | 184.425 | 289.447 | 17406.7 | 21379.4 |
| 2022-11-10 12:15:54.170317 | 805 | 105.077 | 184.511 | 289.588 | 17405.5 | 21376 |
| 2022-11-10 12:16:58.344652 | 804 | 105.135 | 184.697 | 289.832 | 17404.6 | 21374.9 |
| 2022-11-10 12:18:02.351433 | 805 | 105.176 | 184.343 | 289.519 | 17374.8 | 21369.4 |
| 2022-11-10 12:19:06.385915 | 804 | 105.279 | 184.76 | 290.039 | 17390.2 | 21362 |
| 2022-11-10 12:20:11.373435 | 805 | 105.314 | 184.713 | 290.027 | 17392.5 | 21365 |
| 2022-11-10 12:21:15.312572 | 804 | 105.419 | 184.441 | 289.86 | 17349.3 | 21358 |
| 2022-11-10 12:22:20.094155 | 806 | 105.366 | 184.912 | 290.278 | 17348.4 | 21346.8 |
| 2022-11-10 12:23:25.999644 | 807 | 105.418 | 184.928 | 290.346 | 17284.3 | 21325.1 |
| 2022-11-10 12:24:30.090052 | 807 | 105.403 | 184.18 | 289.583 | 17263.5 | 21323.9 |
| 2022-11-10 12:25:34.453113 | 803 | 105.116 | 184.06 | 289.176 | 17354.6 | 21352 |
| 2022-11-10 12:26:38.563283 | 807 | 106.162 | 183.901 | 290.064 | 17335.5 | 21342.5 |
| 2022-11-10 12:27:42.632501 | 806 | 105.884 | 183.807 | 289.691 | 17309.7 | 21340.1 |
| 2022-11-10 12:28:46.630550 | 807 | 106.237 | 184.052 | 290.29 | 17324.9 | 21339.5 |
| 2022-11-10 12:29:51.485946 | 802 | 105.138 | 183.944 | 289.081 | 17214.2 | 21309.9 |
| 2022-11-10 12:30:55.625611 | 805 | 105.942 | 182.779 | 288.721 | 17241.7 | 21323.9 |
| 2022-11-10 12:32:01.829409 | 805 | 106.028 | 182.764 | 288.792 | 17245.4 | 21325.1 |
| 2022-11-10 12:33:05.941445 | 806 | 106.116 | 183.022 | 289.138 | 17264 | 21329.7 |
| 2022-11-10 12:34:09.935074 | 805 | 106.012 | 182.649 | 288.661 | 17271.8 | 21337.5 |
| 2022-11-10 12:35:14.963376 | 805 | 104.991 | 183.08 | 288.071 | 17278.8 | 21354.4 |
| 2022-11-10 12:36:19.905115 | 804 | 105.825 | 183.175 | 289 | 17310.3 | 21351.1 |
| 2022-11-10 12:37:23.880310 | 806 | 105.95 | 183.207 | 289.157 | 17297.2 | 21343.9 |
| 2022-11-10 12:38:27.876420 | 805 | 105.935 | 183.214 | 289.15 | 17288 | 21340.8 |
| 2022-11-10 12:39:31.953284 | 804 | 105.968 | 182.39 | 288.358 | 17290.3 | 21351.7 |
| 2022-11-10 12:40:36.249694 | 805 | 105.936 | 183.371 | 289.308 | 17313.2 | 21347.7 |
| 2022-11-10 12:41:41.336615 | 804 | 106.026 | 183.437 | 289.462 | 17338.8 | 21350.5 |
| 2022-11-10 12:42:45.392040 | 806 | 105.843 | 178.062 | 283.905 | 17365 | 21445.3 |
| 2022-11-10 12:43:49.375911 | 805 | 105.847 | 183.479 | 289.326 | 17344.2 | 21360.9 |
| 2022-11-10 12:44:55.391283 | 806 | 105.867 | 183.25 | 289.117 | 17341.8 | 21363.1 |
| 2022-11-10 12:46:01.469801 | 805 | 105.895 | 183 | 288.895 | 17334.8 | 21361.7 |
| 2022-11-10 12:47:05.593890 | 805 | 106.151 | 182.786 | 288.937 | 17335.1 | 21364.3 |
| 2022-11-10 12:48:15.439141 | 806 | 105.939 | 182.8 | 288.738 | 17338.6 | 21368.8 |
| 2022-11-10 12:49:19.829937 | 801 | 105.717 | 182.972 | 288.689 | 17346 | 21370.2 |
| 2022-11-10 12:50:24.236549 | 806 | 106.014 | 182.951 | 288.964 | 17335.9 | 21362.3 |
| 2022-11-10 12:51:28.454964 | 805 | 105.984 | 182.642 | 288.626 | 17316 | 21357.2 |
| 2022-11-10 12:52:32.958980 | 802 | 103.058 | 179.834 | 282.892 | 17342.3 | 21444.9 |
| 2022-11-10 12:53:37.828024 | 804 | 105.991 | 183.197 | 289.188 | 17312.4 | 21346.2 |
| 2022-11-10 12:54:42.517350 | 805 | 105.964 | 183.453 | 289.417 | 17294.8 | 21341.8 |
| 2022-11-10 12:55:47.011781 | 804 | 106.042 | 183.213 | 289.255 | 17313.5 | 21343.4 |
| 2022-11-10 12:56:52.797329 | 804 | 105.916 | 183.46 | 289.376 | 17325.4 | 21352 |
| 2022-11-10 12:57:57.283296 | 802 | 105.887 | 182.613 | 288.5 | 17335.5 | 21369.4 |
| 2022-11-10 12:59:01.719495 | 805 | 105.933 | 183.138 | 289.071 | 17340 | 21363.3 |
| 2022-11-10 13:00:05.788816 | 806 | 105.933 | 183.403 | 289.336 | 17342.6 | 21361.6 |
level
ask_v
bid_v
total_v
mid_p
vwap
Microestructura del Mercado: Modelado. En este apartado se estima el Effective Spread del modelo de Roll.Para completar esta sección se obtiene la siguiente verificación de avance en forma de un dataframe:
Close. Cotización de cierre.
Spread. Ask - Bid.
Effective Spread. Modelo de Roll.
modelado_ethereum = main.microestructura_modelado(avance_ethereum)
modelado_ethereum["kraken"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 09:28:35.644735 | 1319.87 | 0.01 | NaN |
| 2022-11-10 09:29:46.394854 | 1321.22 | 0.69 | NaN |
| 2022-11-10 09:30:50.346266 | 1322 | 0.05 | NaN |
| 2022-11-10 09:31:54.430854 | 1314.56 | 0.24 | NaN |
| 2022-11-10 09:32:58.546607 | 1308.15 | 0.34 | NaN |
| 2022-11-10 09:34:02.628608 | 1314.31 | 0.31 | NaN |
| 2022-11-10 09:35:07.529575 | 1313.44 | 0.07 | NaN |
| 2022-11-10 09:36:11.639433 | 1309.79 | 0.01 | NaN |
| 2022-11-10 09:37:15.949923 | 1306.51 | 0.01 | NaN |
| 2022-11-10 09:38:20.035781 | 1306.24 | 0.18 | NaN |
| 2022-11-10 09:39:24.174198 | 1309.65 | 0.01 | 6.15923 |
| 2022-11-10 09:40:29.660220 | 1308.79 | 0.22 | 6.1486 |
| 2022-11-10 09:41:34.011014 | 1312.6 | 0.01 | 6.39087 |
| 2022-11-10 09:42:38.528209 | 1315.17 | 0.01 | 3.88471 |
| 2022-11-10 09:43:42.591013 | 1313.24 | 0.01 | 1.61642 |
| 2022-11-10 09:44:46.504048 | 1312 | 0.21 | 4.80677 |
| 2022-11-10 09:45:50.542204 | 1313 | 0.01 | 4.79459 |
| 2022-11-10 09:46:54.704811 | 1310.59 | 0.29 | 4.58796 |
| 2022-11-10 09:47:58.708392 | 1308.21 | 0.01 | 2.79487 |
| 2022-11-10 09:49:02.740324 | 1308.34 | 0.3 | 3.71187 |
| 2022-11-10 09:50:06.658321 | 1306.19 | 0.01 | 3.31857 |
| 2022-11-10 09:51:10.695317 | 1312.26 | 0.01 | 2.48808 |
| 2022-11-10 09:52:14.945929 | 1311.98 | 0.01 | 1.89791 |
| 2022-11-10 09:53:19.174931 | 1312.79 | 0.02 | 3.68883 |
| 2022-11-10 09:54:23.243970 | 1312.2 | 0.01 | 3.34501 |
| 2022-11-10 09:55:27.562914 | 1306.54 | 0.37 | 4.16125 |
| 2022-11-10 09:56:32.775296 | 1309.14 | 0.01 | 5.11464 |
| 2022-11-10 09:57:39.983660 | 1309.53 | 0.29 | 5.1496 |
| 2022-11-10 09:58:45.658707 | 1319.33 | 0.01 | 5.45091 |
| 2022-11-10 09:59:52.704866 | 1320.11 | 0.01 | 5.40491 |
| 2022-11-10 10:00:56.884026 | 1316.35 | 0.01 | 6.61404 |
| 2022-11-10 10:02:01.477157 | 1314.55 | 0.06 | 5.22934 |
| 2022-11-10 10:03:05.487149 | 1307.12 | 2.23 | 4.47223 |
| 2022-11-10 10:04:09.532437 | 1310.51 | 0.21 | 7.61592 |
| 2022-11-10 10:05:13.631048 | 1318.01 | 0.01 | 7.48987 |
| 2022-11-10 10:06:20.671989 | 1321.19 | 0.01 | 3.16882 |
| 2022-11-10 10:07:24.726174 | 1324.25 | 0.01 | 2.86603 |
| 2022-11-10 10:08:29.205327 | 1323.79 | 0.01 | 5.74978 |
| 2022-11-10 10:09:33.281240 | 1326.78 | 0.29 | 5.53528 |
| 2022-11-10 10:10:37.454569 | 1328.24 | 0.01 | 3.36685 |
| 2022-11-10 10:11:43.062217 | 1325.88 | 0.01 | 2.63651 |
| 2022-11-10 10:12:50.688218 | 1323.59 | 0.32 | 3.35739 |
| 2022-11-10 10:13:55.698116 | 1324.55 | 0.01 | 1.89696 |
| 2022-11-10 10:14:59.897255 | 1327.93 | 0.37 | 1.53633 |
| 2022-11-10 10:16:04.393786 | 1330.41 | 0.01 | 2.38047 |
| 2022-11-10 10:17:09.999747 | 1340.06 | 0.01 | 5.45865 |
| 2022-11-10 10:18:14.037100 | 1342.72 | 0.58 | 3.61315 |
| 2022-11-10 10:19:18.219276 | 1336.24 | 1.76 | 4.81 |
| 2022-11-10 10:20:22.370608 | 1330.23 | 0.63 | 7.23244 |
| 2022-11-10 10:21:26.421877 | 1335.05 | 0.34 | 6.74241 |
| 2022-11-10 10:22:34.328141 | 1335.97 | 0.13 | 0.441769 |
| 2022-11-10 10:23:39.949650 | 1333.08 | 0.16 | 4.84688 |
| 2022-11-10 10:24:45.063962 | 1336.44 | 1.02 | 5.4231 |
| 2022-11-10 10:25:48.134186 | 1334.24 | 0.01 | 1.65795 |
| 2022-11-10 10:26:52.766609 | 1335.65 | 0.32 | 1.05868 |
| 2022-11-10 10:28:00.746138 | 1342.43 | 1.66 | 1.44218 |
| 2022-11-10 10:29:07.301749 | 1346.6 | 0.49 | 4.30096 |
| 2022-11-10 10:30:12.172124 | 1344.79 | 0.18 | 2.79086 |
| 2022-11-10 10:31:16.734750 | 1337.54 | 0.2 | 2.86431 |
| 2022-11-10 10:32:21.547108 | 1338.66 | 1.06 | 2.29624 |
modelado_ethereum["ftx"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 09:28:35.644735 | 1420.1 | 1.4 | NaN |
| 2022-11-10 09:29:46.394854 | 1418 | 3.4 | NaN |
| 2022-11-10 09:30:50.346266 | 1422.8 | 3.4 | NaN |
| 2022-11-10 09:31:54.430854 | 1416.1 | 1.2 | NaN |
| 2022-11-10 09:32:58.546607 | 1409.2 | 3.1 | NaN |
| 2022-11-10 09:34:02.628608 | 1409.9 | 1.8 | NaN |
| 2022-11-10 09:35:07.529575 | 1408.3 | 1.1 | NaN |
| 2022-11-10 09:36:11.639433 | 1399.9 | 0.3 | NaN |
| 2022-11-10 09:37:15.949923 | 1392.5 | 0.1 | NaN |
| 2022-11-10 09:38:20.035781 | 1382.6 | 1.4 | NaN |
| 2022-11-10 09:39:24.174198 | 1382.3 | 4.3 | 4.94125 |
| 2022-11-10 09:40:29.660220 | 1375.6 | 1.4 | 4.96407 |
| 2022-11-10 09:41:34.011014 | 1377.4 | 2.5 | 3.19844 |
| 2022-11-10 09:42:38.528209 | 1378.2 | 0.7 | 3.11705 |
| 2022-11-10 09:43:42.591013 | 1375.6 | 1.3 | 4.69361 |
| 2022-11-10 09:44:46.504048 | 1375 | 0.2 | 4.96951 |
| 2022-11-10 09:45:50.542204 | 1377.6 | 1.6 | 0.734847 |
| 2022-11-10 09:46:54.704811 | 1373.4 | 0.8 | 4.79375 |
| 2022-11-10 09:47:58.708392 | 1371.3 | 0.1 | 4.52482 |
| 2022-11-10 09:49:02.740324 | 1372.9 | 1.3 | 5.86686 |
| 2022-11-10 09:50:06.658321 | 1369.4 | 1.3 | 6.07421 |
| 2022-11-10 09:51:10.695317 | 1415.6 | 1.5 | 9.67574 |
| 2022-11-10 09:52:14.945929 | 1404.8 | 1.7 | 13.6697 |
| 2022-11-10 09:53:19.174931 | 1425.6 | 3.4 | 13.9526 |
| 2022-11-10 09:54:23.243970 | 1412 | 2.4 | 11.102 |
| 2022-11-10 09:55:27.562914 | 1408.3 | 0.1 | 12.5123 |
| 2022-11-10 09:56:32.775296 | 1403.9 | 1.7 | 11.0223 |
| 2022-11-10 09:57:39.983660 | 1396 | 0.2 | 10.7325 |
| 2022-11-10 09:58:45.658707 | 1412.7 | 3.9 | 18.9917 |
| 2022-11-10 09:59:52.704866 | 1431.9 | 2.7 | 13.2056 |
| 2022-11-10 10:00:56.884026 | 1436.2 | 2.2 | 16.2694 |
| 2022-11-10 10:02:01.477157 | 1444.7 | 1.3 | 14.6192 |
| 2022-11-10 10:03:05.487149 | 1436.8 | 1.7 | 12.9286 |
| 2022-11-10 10:04:09.532437 | 1420 | 0.1 | 22.666 |
| 2022-11-10 10:05:13.631048 | 1444.5 | 4.8 | 12.198 |
| 2022-11-10 10:06:20.671989 | 1454.9 | 0.3 | 12.4589 |
| 2022-11-10 10:07:24.726174 | 1461.2 | 0.8 | 14.6929 |
| 2022-11-10 10:08:29.205327 | 1431.3 | 6.5 | 23.8579 |
| 2022-11-10 10:09:33.281240 | 1448.3 | 2.6 | 21.8623 |
| 2022-11-10 10:10:37.454569 | 1474 | 2.2 | 24.5803 |
| 2022-11-10 10:11:43.062217 | 1490.1 | 3.2 | 25.8767 |
| 2022-11-10 10:12:50.688218 | 1458.4 | 5.6 | 23.6057 |
| 2022-11-10 10:13:55.698116 | 1464 | 5.1 | 13.428 |
| 2022-11-10 10:14:59.897255 | 1493.6 | 4.1 | 26.0143 |
| 2022-11-10 10:16:04.393786 | 1514 | 5.7 | 24.3263 |
| 2022-11-10 10:17:09.999747 | 1515.6 | 1.6 | 22.5071 |
| 2022-11-10 10:18:14.037100 | 1527.8 | 5.9 | 23.1932 |
| 2022-11-10 10:19:18.219276 | 1519.4 | 0.1 | 16.0357 |
| 2022-11-10 10:20:22.370608 | 1527.9 | 3.7 | 7.55659 |
| 2022-11-10 10:21:26.421877 | 1544.9 | 2 | 7.5379 |
| 2022-11-10 10:22:34.328141 | 1539.8 | 0.4 | 5.74804 |
| 2022-11-10 10:23:39.949650 | 1499 | 19.1 | 21.0994 |
| 2022-11-10 10:24:45.063962 | 1479.4 | 1.3 | 26.4636 |
| 2022-11-10 10:25:48.134186 | 1475 | 2.3 | 18.1938 |
| 2022-11-10 10:26:52.766609 | 1449.4 | 3.8 | 14.9563 |
| 2022-11-10 10:28:00.746138 | 1443.5 | 1.5 | 17.5937 |
| 2022-11-10 10:29:07.301749 | 1435.5 | 2 | 17.811 |
| 2022-11-10 10:30:12.172124 | 1428.6 | 4.5 | 19.6792 |
| 2022-11-10 10:31:16.734750 | 1401.1 | 9.7 | 24.5832 |
| 2022-11-10 10:32:21.547108 | 1406 | 10.1 | 18.4838 |
modelado_ethereum["cex"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 09:28:35.644735 | 1223.99 | 0.98 | NaN |
| 2022-11-10 09:29:46.394854 | 1225.04 | 1.15 | NaN |
| 2022-11-10 09:30:50.346266 | 1225.02 | 1.22 | NaN |
| 2022-11-10 09:31:54.430854 | 1214.05 | 0.27 | NaN |
| 2022-11-10 09:32:58.546607 | 1206.36 | 2.62 | NaN |
| 2022-11-10 09:34:02.628608 | 1196.55 | 0.11 | NaN |
| 2022-11-10 09:35:07.529575 | 1176.03 | 0.28 | NaN |
| 2022-11-10 09:36:11.639433 | 1173.1 | 0.27 | NaN |
| 2022-11-10 09:37:15.949923 | 1182.93 | 1.7 | NaN |
| 2022-11-10 09:38:20.035781 | 1186.52 | 0.27 | NaN |
| 2022-11-10 09:39:24.174198 | 1178.89 | 1.86 | 13.379 |
| 2022-11-10 09:40:29.660220 | 1170.9 | 0.07 | 7.28953 |
| 2022-11-10 09:41:34.011014 | 1169.38 | 1.01 | 8.31793 |
| 2022-11-10 09:42:38.528209 | 1155.23 | 0.36 | 9.79018 |
| 2022-11-10 09:43:42.591013 | 1169.14 | 0.82 | 9.22699 |
| 2022-11-10 09:44:46.504048 | 1162.61 | 0.06 | 8.46013 |
| 2022-11-10 09:45:50.542204 | 1166.07 | 0.63 | 8.21469 |
| 2022-11-10 09:46:54.704811 | 1169.99 | 0.08 | 8.51373 |
| 2022-11-10 09:47:58.708392 | 1177.09 | 0.6 | 9.31646 |
| 2022-11-10 09:49:02.740324 | 1173.86 | 0.26 | 10.6192 |
| 2022-11-10 09:50:06.658321 | 1175.65 | 0.7 | 12.1749 |
| 2022-11-10 09:51:10.695317 | 1174 | 1.23 | 12.6921 |
| 2022-11-10 09:52:14.945929 | 1170.89 | 0.27 | 13.2323 |
| 2022-11-10 09:53:19.174931 | 1169.4 | 0.26 | 7.17471 |
| 2022-11-10 09:54:23.243970 | 1165.34 | 0.26 | 4.36019 |
| 2022-11-10 09:55:27.562914 | 1163.13 | 0.27 | 3.65115 |
| 2022-11-10 09:56:32.775296 | 1156.03 | 0.27 | 5.15782 |
| 2022-11-10 09:57:39.983660 | 1163.49 | 1.11 | 3.40216 |
| 2022-11-10 09:58:45.658707 | 1163.43 | 0.36 | 3.37937 |
| 2022-11-10 09:59:52.704866 | 1162.52 | 0.28 | 4.05744 |
| 2022-11-10 10:00:56.884026 | 1174.05 | 0.28 | 2.41645 |
| 2022-11-10 10:02:01.477157 | 1183.29 | 1.6 | 3.5397 |
| 2022-11-10 10:03:05.487149 | 1183.71 | 1.91 | 7.36495 |
| 2022-11-10 10:04:09.532437 | 1178.13 | 0.27 | 8.14683 |
| 2022-11-10 10:05:13.631048 | 1177.31 | 1.2 | 8.86169 |
| 2022-11-10 10:06:20.671989 | 1180.75 | 0.86 | 6.02988 |
| 2022-11-10 10:07:24.726174 | 1178.9 | 0.86 | 7.12163 |
| 2022-11-10 10:08:29.205327 | 1183.49 | 0.81 | 5.14467 |
| 2022-11-10 10:09:33.281240 | 1180.3 | 0.89 | 6.05505 |
| 2022-11-10 10:10:37.454569 | 1177.85 | 0.72 | 6.5352 |
| 2022-11-10 10:11:43.062217 | 1181.04 | 0.24 | 3.90231 |
| 2022-11-10 10:12:50.688218 | 1181.4 | 0.58 | 5.85146 |
| 2022-11-10 10:13:55.698116 | 1177.79 | 0.26 | 3.64638 |
| 2022-11-10 10:14:59.897255 | 1179.85 | 0.27 | 3.26028 |
| 2022-11-10 10:16:04.393786 | 1167.14 | 1.17 | 4.41163 |
| 2022-11-10 10:17:09.999747 | 1167.85 | 1.79 | 3.21902 |
| 2022-11-10 10:18:14.037100 | 1170.32 | 0.12 | 4.08562 |
| 2022-11-10 10:19:18.219276 | 1169.38 | 1.54 | 4.63985 |
| 2022-11-10 10:20:22.370608 | 1166.2 | 0.55 | 5.46879 |
| 2022-11-10 10:21:26.421877 | 1166.14 | 0.28 | 1.17588 |
| 2022-11-10 10:22:34.328141 | 1159.27 | 1.64 | 5.38677 |
| 2022-11-10 10:23:39.949650 | 1160.19 | 1.27 | 5.2391 |
| 2022-11-10 10:24:45.063962 | 1160.19 | 1.27 | 4.88376 |
| 2022-11-10 10:25:48.134186 | 1166.58 | 0.28 | 4.59625 |
| 2022-11-10 10:26:52.766609 | 1158.44 | 0.27 | 4.89664 |
| 2022-11-10 10:28:00.746138 | 1164.63 | 0.75 | 7.13351 |
| 2022-11-10 10:29:07.301749 | 1160.51 | 0.67 | 8.09316 |
| 2022-11-10 10:30:12.172124 | 1161.9 | 1.19 | 7.93754 |
| 2022-11-10 10:31:16.734750 | 1167.95 | 0.02 | 2.69665 |
| 2022-11-10 10:32:21.547108 | 1168.59 | 0.28 | 1.66289 |
modelado_solana = main.microestructura_modelado(avance_solana)
modelado_solana["kraken"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 10:48:16.803532 | 19 | 0.01 | NaN |
| 2022-11-10 10:49:32.720856 | 19.01 | 0.01 | NaN |
| 2022-11-10 10:50:38.295411 | 19.19 | 0.11 | NaN |
| 2022-11-10 10:51:43.193787 | 18.94 | 0.09 | NaN |
| 2022-11-10 10:52:47.350236 | 18.92 | 0.03 | NaN |
| 2022-11-10 10:53:52.172307 | 18.92 | 0.08 | NaN |
| 2022-11-10 10:54:56.144525 | 18.96 | 0.07 | NaN |
| 2022-11-10 10:56:00.312885 | 18.9 | 0.01 | NaN |
| 2022-11-10 10:57:04.313167 | 18.9 | 0.03 | NaN |
| 2022-11-10 10:58:11.625959 | 18.9 | 0.01 | NaN |
| 2022-11-10 10:59:16.604536 | 18.9 | 0.01 | 0.103537 |
| 2022-11-10 11:00:20.586572 | 18.79 | 0.01 | 0.13 |
| 2022-11-10 11:01:24.650615 | 18.26 | 0.13 | 0.0985901 |
| 2022-11-10 11:02:28.628026 | 17.81 | 0.06 | 0.136675 |
| 2022-11-10 11:03:32.878283 | 17.79 | 0.01 | 0.151526 |
| 2022-11-10 11:04:37.084207 | 17.83 | 0.06 | 0.152053 |
| 2022-11-10 11:05:41.114985 | 17.59 | 0.01 | 0.131909 |
| 2022-11-10 11:06:47.463621 | 17.5 | 0.05 | 0.15225 |
| 2022-11-10 11:07:51.562846 | 17.52 | 0.05 | 0.043359 |
| 2022-11-10 11:08:56.745463 | 17.6 | 0.03 | 0.146014 |
| 2022-11-10 11:10:01.841086 | 17.42 | 0.01 | 0.177313 |
| 2022-11-10 11:11:07.080485 | 17.47 | 0.02 | 0.104403 |
| 2022-11-10 11:12:11.516249 | 17.61 | 0.04 | 0.16025 |
| 2022-11-10 11:13:15.804330 | 17.57 | 0.03 | 0.176918 |
| 2022-11-10 11:14:20.735077 | 17.56 | 0.03 | 0.186869 |
| 2022-11-10 11:15:24.885367 | 17.54 | 0.01 | 0.11296 |
| 2022-11-10 11:16:29.098419 | 17.52 | 0.04 | 0.10198 |
| 2022-11-10 11:17:33.580246 | 17.52 | 0.01 | 0.0545894 |
| 2022-11-10 11:18:38.000241 | 17.68 | 0.04 | 0.0754983 |
| 2022-11-10 11:19:43.518327 | 17.55 | 0.02 | 0.0507937 |
| 2022-11-10 11:20:49.218519 | 17.52 | 0.05 | 0.070852 |
| 2022-11-10 11:21:53.484904 | 17.75 | 0.03 | 0.106771 |
| 2022-11-10 11:22:57.674665 | 17.72 | 0.04 | 0.074162 |
| 2022-11-10 11:24:01.748705 | 17.71 | 0.05 | 0.0704273 |
| 2022-11-10 11:25:06.307597 | 17.71 | 0.07 | 0.0726636 |
| 2022-11-10 11:26:11.483459 | 17.69 | 0.01 | 0.0701427 |
| 2022-11-10 11:27:19.801638 | 17.65 | 0.01 | 0.0748331 |
| 2022-11-10 11:28:24.340255 | 17.41 | 0.05 | 0.0969536 |
| 2022-11-10 11:29:28.770872 | 17.45 | 0.08 | 0.0154919 |
| 2022-11-10 11:30:34.580912 | 17.51 | 0.03 | 0.0678233 |
| 2022-11-10 11:31:39.706037 | 17.38 | 0.01 | 0.103634 |
| 2022-11-10 11:32:45.398478 | 17.26 | 0.02 | 0.08 |
| 2022-11-10 11:33:51.633704 | 17.02 | 0.02 | 0.201047 |
| 2022-11-10 11:35:01.426216 | 16.79 | 0.04 | 0.146561 |
| 2022-11-10 11:36:10.719244 | 16.84 | 0.03 | 0.178885 |
| 2022-11-10 11:37:18.732415 | 16.75 | 0.01 | 0.169823 |
| 2022-11-10 11:38:24.126225 | 16.64 | 0.1 | 0.167153 |
| 2022-11-10 11:39:29.063151 | 16.4 | 0.06 | 0.167153 |
| 2022-11-10 11:40:33.824078 | 16.62 | 0.04 | 0.111624 |
| 2022-11-10 11:41:38.437848 | 16.63 | 0.04 | 0.0652687 |
| 2022-11-10 11:42:44.468366 | 16.61 | 0.04 | 0.0697137 |
| 2022-11-10 11:43:52.514910 | 16.6 | 0.01 | 0.0737564 |
| 2022-11-10 11:44:58.577832 | 16.38 | 0.07 | 0.055857 |
| 2022-11-10 11:46:05.057611 | 16.45 | 0.01 | 0.256554 |
| 2022-11-10 11:47:11.353268 | 16.54 | 0.04 | 0.26119 |
| 2022-11-10 11:48:19.189128 | 16.53 | 0.08 | 0.261075 |
| 2022-11-10 11:49:26.921931 | 16.5 | 0.03 | 0.262298 |
| 2022-11-10 11:50:31.876262 | 16.67 | 0.01 | 0.139427 |
| 2022-11-10 11:51:36.672924 | 16.73 | 0.03 | 0.149265 |
| 2022-11-10 11:52:42.531208 | 16.64 | 0.04 | 0.197484 |
modelado_solana["ftx"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 10:48:16.803532 | 19.75 | 0.2375 | NaN |
| 2022-11-10 10:49:32.720856 | 19.715 | 0.2125 | NaN |
| 2022-11-10 10:50:38.295411 | 19.59 | 0.0275 | NaN |
| 2022-11-10 10:51:43.193787 | 19.8 | 0.0875 | NaN |
| 2022-11-10 10:52:47.350236 | 19.3725 | 0.14 | NaN |
| 2022-11-10 10:53:52.172307 | 18.8 | 0.1075 | NaN |
| 2022-11-10 10:54:56.144525 | 18.65 | 0.09 | NaN |
| 2022-11-10 10:56:00.312885 | 18.48 | 0.105 | NaN |
| 2022-11-10 10:57:04.313167 | 18.545 | 0.095 | NaN |
| 2022-11-10 10:58:11.625959 | 18.43 | 0.1475 | NaN |
| 2022-11-10 10:59:16.604536 | 19.185 | 0.0125 | 0.519399 |
| 2022-11-10 11:00:20.586572 | 19.395 | 0.005 | 0.470096 |
| 2022-11-10 11:01:24.650615 | 18.985 | 0.1225 | 0.468097 |
| 2022-11-10 11:02:28.628026 | 18.8625 | 0.2025 | 0.522633 |
| 2022-11-10 11:03:32.878283 | 19 | 0.0025 | 0.557106 |
| 2022-11-10 11:04:37.084207 | 18.755 | 0.0375 | 0.370729 |
| 2022-11-10 11:05:41.114985 | 18.6775 | 0.0475 | 0.22004 |
| 2022-11-10 11:06:47.463621 | 18.68 | 0.0025 | 0.441865 |
| 2022-11-10 11:07:51.562846 | 18.6775 | 0.0025 | 0.453909 |
| 2022-11-10 11:08:56.745463 | 18.68 | 0.0525 | 0.40638 |
| 2022-11-10 11:10:01.841086 | 18.75 | 0.105 | 0.185014 |
| 2022-11-10 11:11:07.080485 | 18.71 | 0.0325 | 0.098799 |
| 2022-11-10 11:12:11.516249 | 18.9425 | 0.2425 | 0.0565133 |
| 2022-11-10 11:13:15.804330 | 19.5 | 0.0025 | 0.12615 |
| 2022-11-10 11:14:20.735077 | 19.5025 | 0.1025 | 0.19438 |
| 2022-11-10 11:15:24.885367 | 18.9825 | 0.0375 | 0.184048 |
| 2022-11-10 11:16:29.098419 | 18.8925 | 0.0375 | 0.186527 |
| 2022-11-10 11:17:33.580246 | 18.6375 | 0.0775 | 0.278321 |
| 2022-11-10 11:18:38.000241 | 18.4625 | 0.0575 | 0.13775 |
| 2022-11-10 11:19:43.518327 | 18.405 | 0.0825 | 0.0962029 |
| 2022-11-10 11:20:49.218519 | 18.435 | 0.1075 | 0.37886 |
| 2022-11-10 11:21:53.484904 | 18.3025 | 0.03 | 0.373006 |
| 2022-11-10 11:22:57.674665 | 18.305 | 0.005 | 0.349716 |
| 2022-11-10 11:24:01.748705 | 18.3 | 0.005 | 0.193132 |
| 2022-11-10 11:25:06.307597 | 18.51 | 0.13 | 0.0868044 |
| 2022-11-10 11:26:11.483459 | 18.4175 | 0.0425 | 0.0678509 |
| 2022-11-10 11:27:19.801638 | 18.33 | 0.0025 | 0.0150416 |
| 2022-11-10 11:28:24.340255 | 18.5 | 0.025 | 0.104935 |
| 2022-11-10 11:29:28.770872 | 18.58 | 0.065 | 0.0766078 |
| 2022-11-10 11:30:34.580912 | 18.5725 | 0.0625 | 0.0771767 |
| 2022-11-10 11:31:39.706037 | 18.5775 | 0.0175 | 0.100704 |
| 2022-11-10 11:32:45.398478 | 18.56 | 0.13 | 0.0417882 |
| 2022-11-10 11:33:51.633704 | 18.8125 | 0.0675 | 0.172717 |
| 2022-11-10 11:35:01.426216 | 18.8975 | 0.1125 | 0.17731 |
| 2022-11-10 11:36:10.719244 | 18.9875 | 0.0075 | 0.21197 |
| 2022-11-10 11:37:18.732415 | 19.0325 | 0.0875 | 0.190384 |
| 2022-11-10 11:38:24.126225 | 18.975 | 0.0025 | 0.17661 |
| 2022-11-10 11:39:29.063151 | 18.975 | 0.0025 | 0.052915 |
| 2022-11-10 11:40:33.824078 | 18.975 | 0.0025 | 0.0660681 |
| 2022-11-10 11:41:38.437848 | 18.8 | 0.08 | 0.0323071 |
| 2022-11-10 11:42:44.468366 | 18.7525 | 0.07 | 0.0927294 |
| 2022-11-10 11:43:52.514910 | 18.815 | 0.065 | 0.0905608 |
| 2022-11-10 11:44:58.577832 | 18.775 | 0.045 | 0.122398 |
| 2022-11-10 11:46:05.057611 | 18.755 | 0.0425 | 0.134429 |
| 2022-11-10 11:47:11.353268 | 18.6025 | 0.0825 | 0.116404 |
| 2022-11-10 11:48:19.189128 | 18.89 | 0.09 | 0.13091 |
| 2022-11-10 11:49:26.921931 | 18.6525 | 0.0025 | 0.0837407 |
| 2022-11-10 11:50:31.876262 | 18.65 | 0.005 | 0.0819298 |
| 2022-11-10 11:51:36.672924 | 18.65 | 0.0075 | 0.079577 |
| 2022-11-10 11:52:42.531208 | 18.64 | 0.0825 | 0.159354 |
modelado_solana["cex"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 10:48:16.803532 | 16.8395 | 0.0001 | NaN |
| 2022-11-10 10:49:32.720856 | 16.7964 | 0.0281 | NaN |
| 2022-11-10 10:50:38.295411 | 16.7759 | 0.0281 | NaN |
| 2022-11-10 10:51:43.193787 | 16.9782 | 0.0281 | NaN |
| 2022-11-10 10:52:47.350236 | 16.9782 | 0.0281 | NaN |
| 2022-11-10 10:53:52.172307 | 17.0427 | 0.0282 | NaN |
| 2022-11-10 10:54:56.144525 | 17.0427 | 0.0283 | NaN |
| 2022-11-10 10:56:00.312885 | 16.7004 | 0.0281 | NaN |
| 2022-11-10 10:57:04.313167 | 16.6592 | 0.0281 | NaN |
| 2022-11-10 10:58:11.625959 | 16.6592 | 0.0281 | NaN |
| 2022-11-10 10:59:16.604536 | 16.527 | 0.0279 | 0.105421 |
| 2022-11-10 11:00:20.586572 | 16.527 | 0.0732 | 0.124735 |
| 2022-11-10 11:01:24.650615 | 16.6084 | 0.0274 | 0.214742 |
| 2022-11-10 11:02:28.628026 | 16.6526 | 0.0273 | 0.196551 |
| 2022-11-10 11:03:32.878283 | 16.6526 | 0.0273 | 0.196551 |
| 2022-11-10 11:04:37.084207 | 16.859 | 0.0274 | 0.150758 |
| 2022-11-10 11:05:41.114985 | 16.7872 | 0.0274 | 0.173589 |
| 2022-11-10 11:06:47.463621 | 16.6518 | 0.0224 | 0.198318 |
| 2022-11-10 11:07:51.562846 | 16.6518 | 0.0272 | 0.195726 |
| 2022-11-10 11:08:56.745463 | 16.6511 | 0.0271 | 0.195728 |
| 2022-11-10 11:10:01.841086 | 16.6511 | 0.0249 | 0.0527541 |
| 2022-11-10 11:11:07.080485 | 16.6767 | 0.0271 | 0.0843162 |
| 2022-11-10 11:12:11.516249 | 16.7998 | 0.0271 | 0.140679 |
| 2022-11-10 11:13:15.804330 | 16.7998 | 0.0271 | 0.135949 |
| 2022-11-10 11:14:20.735077 | 16.9673 | 0.027 | 0.136118 |
| 2022-11-10 11:15:24.885367 | 16.8196 | 0.027 | 0.107781 |
| 2022-11-10 11:16:29.098419 | 16.858 | 0.0269 | 0.108606 |
| 2022-11-10 11:17:33.580246 | 16.9012 | 0.0269 | 0.0564116 |
| 2022-11-10 11:18:38.000241 | 16.8789 | 0.0269 | 0.0619867 |
| 2022-11-10 11:19:43.518327 | 16.6845 | 0.027 | 0.0915247 |
| 2022-11-10 11:20:49.218519 | 16.82 | 0.0269 | 0.215146 |
| 2022-11-10 11:21:53.484904 | 16.6017 | 0.027 | 0.215283 |
| 2022-11-10 11:22:57.674665 | 16.3434 | 0.0489 | 0.246586 |
| 2022-11-10 11:24:01.748705 | 16.2399 | 0.0116 | 0.244335 |
| 2022-11-10 11:25:06.307597 | 16.2399 | 0.0116 | 0.249786 |
| 2022-11-10 11:26:11.483459 | 16.0919 | 0.0873 | 0.192948 |
| 2022-11-10 11:27:19.801638 | 16.0991 | 0.019 | 0.237149 |
| 2022-11-10 11:28:24.340255 | 16.202 | 0.1757 | 0.248337 |
| 2022-11-10 11:29:28.770872 | 16.455 | 0.0268 | 0.216565 |
| 2022-11-10 11:30:34.580912 | 16.455 | 0.0267 | 0.235082 |
| 2022-11-10 11:31:39.706037 | 16.455 | 0.0269 | 0.0382323 |
| 2022-11-10 11:32:45.398478 | 16.42 | 0.0268 | 0.144082 |
| 2022-11-10 11:33:51.633704 | 16.275 | 0.0717 | 0.198226 |
| 2022-11-10 11:35:01.426216 | 16.4037 | 0.0259 | 0.139984 |
| 2022-11-10 11:36:10.719244 | 16.4037 | 0.0259 | 0.139984 |
| 2022-11-10 11:37:18.732415 | 16.244 | 0.0192 | 0.180863 |
| 2022-11-10 11:38:24.126225 | 16 | 0.0256 | 0.230513 |
| 2022-11-10 11:39:29.063151 | 16.0459 | 0.0179 | 0.194398 |
| 2022-11-10 11:40:33.824078 | 16.0395 | 0.0255 | 0.0517288 |
| 2022-11-10 11:41:38.437848 | 16.0395 | 0.0121 | 0.0517288 |
| 2022-11-10 11:42:44.468366 | 16 | 0.0189 | 0.0541094 |
| 2022-11-10 11:43:52.514910 | 16.0001 | 0.0256 | 0.0344533 |
| 2022-11-10 11:44:58.577832 | 15.9721 | 0.0251 | 0.0281665 |
| 2022-11-10 11:46:05.057611 | 15.9673 | 0.0252 | 0.0151584 |
| 2022-11-10 11:47:11.353268 | 15.9 | 0.0252 | 0.0716374 |
| 2022-11-10 11:48:19.189128 | 15.7469 | 0.0252 | 0.0870788 |
| 2022-11-10 11:49:26.921931 | 15.7469 | 0.0253 | 0.0692678 |
| 2022-11-10 11:50:31.876262 | 15.68 | 0.2183 | 0.0603322 |
| 2022-11-10 11:51:36.672924 | 15.6795 | 0.0257 | 0.0613777 |
| 2022-11-10 11:52:42.531208 | 15.6795 | 0.0258 | 0.0420844 |
modelado_bitcoin = main.microestructura_modelado(avance_bitcoin)
modelado_bitcoin["kraken"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 11:56:15.503641 | 17134.4 | 0.1 | NaN |
| 2022-11-10 11:57:33.979138 | 17128.3 | 9.4 | NaN |
| 2022-11-10 11:58:40.049564 | 17152.5 | 0.1 | NaN |
| 2022-11-10 11:59:44.186095 | 17186.8 | 8.5 | NaN |
| 2022-11-10 12:00:48.200567 | 17204.2 | 7.8 | NaN |
| 2022-11-10 12:01:52.346278 | 17207.9 | 0.1 | NaN |
| 2022-11-10 12:02:58.422499 | 17277.8 | 7.1 | NaN |
| 2022-11-10 12:04:02.643466 | 17315.8 | 0.1 | NaN |
| 2022-11-10 12:05:06.711343 | 17292.6 | 3.8 | NaN |
| 2022-11-10 12:06:11.222029 | 17325.1 | 0.1 | NaN |
| 2022-11-10 12:07:15.282337 | 17297.2 | 7.2 | 33.9557 |
| 2022-11-10 12:08:19.560761 | 17318.9 | 4.2 | 29.5643 |
| 2022-11-10 12:09:23.505187 | 17333.4 | 13.2 | 34.0518 |
| 2022-11-10 12:10:27.494670 | 17352.9 | 12.6 | 28.3152 |
| 2022-11-10 12:11:32.407087 | 17419.2 | 9.1 | 37.3043 |
| 2022-11-10 12:12:37.506533 | 17430 | 0.1 | 33.1218 |
| 2022-11-10 12:13:44.675987 | 17419.9 | 11.1 | 30.044 |
| 2022-11-10 12:14:48.875789 | 17368 | 1.2 | 17.5362 |
| 2022-11-10 12:15:54.170317 | 17361.7 | 4.9 | 25.5486 |
| 2022-11-10 12:16:58.344652 | 17367 | 0.1 | 7.8801 |
| 2022-11-10 12:18:02.351433 | 17342.4 | 0.1 | 36.3015 |
| 2022-11-10 12:19:06.385915 | 17350 | 0.1 | 23.3566 |
| 2022-11-10 12:20:11.373435 | 17367.7 | 0.1 | 32.1007 |
| 2022-11-10 12:21:15.312572 | 17337.2 | 9.2 | 25.9694 |
| 2022-11-10 12:22:20.094155 | 17322.2 | 2.1 | 40.2011 |
| 2022-11-10 12:23:25.999644 | 17254.1 | 8.7 | 27.4681 |
| 2022-11-10 12:24:30.090052 | 17236.8 | 3.9 | 29.0643 |
| 2022-11-10 12:25:34.453113 | 17327.4 | 2 | 57.0757 |
| 2022-11-10 12:26:38.563283 | 17272.4 | 8.4 | 66.5423 |
| 2022-11-10 12:27:42.632501 | 17287 | 0.1 | 65.502 |
| 2022-11-10 12:28:46.630550 | 17287.8 | 6.6 | 58.9178 |
| 2022-11-10 12:29:51.485946 | 17194.7 | 7.2 | 60.5403 |
| 2022-11-10 12:30:55.625611 | 17201.7 | 0.7 | 51.3391 |
| 2022-11-10 12:32:01.829409 | 17226.4 | 2.4 | 4.08534 |
| 2022-11-10 12:33:05.941445 | 17246.4 | 0.3 | 28.9487 |
| 2022-11-10 12:34:09.935074 | 17242.9 | 4.8 | 38.4468 |
| 2022-11-10 12:35:14.963376 | 17259.4 | 0.1 | 37.7687 |
| 2022-11-10 12:36:19.905115 | 17290.4 | 12.2 | 12.5909 |
| 2022-11-10 12:37:23.880310 | 17266.4 | 9.7 | 35.4225 |
| 2022-11-10 12:38:27.876420 | 17260.8 | 7.2 | 43.7015 |
| 2022-11-10 12:39:31.953284 | 17265.8 | 1.8 | 42.8463 |
| 2022-11-10 12:40:36.249694 | 17284.2 | 0.8 | 22.8607 |
| 2022-11-10 12:41:41.336615 | 17311.9 | 7.1 | 7.65441 |
| 2022-11-10 12:42:45.392040 | 17344 | 4.6 | 18.9315 |
| 2022-11-10 12:43:49.375911 | 17337.2 | 7.5 | 13.8726 |
| 2022-11-10 12:44:55.391283 | 17314 | 0.1 | 9.65526 |
| 2022-11-10 12:46:01.469801 | 17303.4 | 0.1 | 16.73 |
| 2022-11-10 12:47:05.593890 | 17303.4 | 0.1 | 31.7303 |
| 2022-11-10 12:48:15.439141 | 17324 | 2.5 | 26.4329 |
| 2022-11-10 12:49:19.829937 | 17326.8 | 5.3 | 22.138 |
| 2022-11-10 12:50:24.236549 | 17285.9 | 3.5 | 40.8282 |
| 2022-11-10 12:51:28.454964 | 17289.4 | 3.5 | 40.0969 |
| 2022-11-10 12:52:32.958980 | 17310.2 | 6.6 | 39.5672 |
| 2022-11-10 12:53:37.828024 | 17280.4 | 3.4 | 10.2206 |
| 2022-11-10 12:54:42.517350 | 17274.6 | 0.1 | 13.1561 |
| 2022-11-10 12:55:47.011781 | 17292.6 | 1 | 36.9563 |
| 2022-11-10 12:56:52.797329 | 17299.2 | 0.1 | 36.2737 |
| 2022-11-10 12:57:57.283296 | 17316.3 | 0.1 | 31.5569 |
| 2022-11-10 12:59:01.719495 | 17321.3 | 0.1 | 12.8846 |
| 2022-11-10 13:00:05.788816 | 17325.9 | 3.7 | 1.57226 |
modelado_bitcoin["ftx"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 11:56:15.503641 | 17169 | 1 | NaN |
| 2022-11-10 11:57:33.979138 | 17089 | 1 | NaN |
| 2022-11-10 11:58:40.049564 | 17089 | 1 | NaN |
| 2022-11-10 11:59:44.186095 | 17166 | 1 | NaN |
| 2022-11-10 12:00:48.200567 | 17187 | 1 | NaN |
| 2022-11-10 12:01:52.346278 | 17183 | 2 | NaN |
| 2022-11-10 12:02:58.422499 | 17315 | 35 | NaN |
| 2022-11-10 12:04:02.643466 | 17280 | 1 | NaN |
| 2022-11-10 12:05:06.711343 | 17260 | 1 | NaN |
| 2022-11-10 12:06:11.222029 | 17277 | 1 | NaN |
| 2022-11-10 12:07:15.282337 | 17261 | 1 | 109.075 |
| 2022-11-10 12:08:19.560761 | 17310 | 1 | 74.6659 |
| 2022-11-10 12:09:23.505187 | 17311 | 1 | 64.2635 |
| 2022-11-10 12:10:27.494670 | 17301 | 1 | 79.2666 |
| 2022-11-10 12:11:32.407087 | 17380 | 26 | 78.6511 |
| 2022-11-10 12:12:37.506533 | 17418 | 2 | 70.1342 |
| 2022-11-10 12:13:44.675987 | 17399 | 1 | 7.61577 |
| 2022-11-10 12:14:48.875789 | 17394 | 1 | 22.7068 |
| 2022-11-10 12:15:54.170317 | 17413 | 1 | 36.1856 |
| 2022-11-10 12:16:58.344652 | 17383 | 1 | 64.543 |
| 2022-11-10 12:18:02.351433 | 17314 | 8 | 53.4079 |
| 2022-11-10 12:19:06.385915 | 17306 | 1 | 58.1343 |
| 2022-11-10 12:20:11.373435 | 17336 | 1 | 64.94 |
| 2022-11-10 12:21:15.312572 | 17308 | 1 | 56.3028 |
| 2022-11-10 12:22:20.094155 | 17250 | 1 | 36.4993 |
| 2022-11-10 12:23:25.999644 | 17249 | 1 | 8.544 |
| 2022-11-10 12:24:30.090052 | 17217 | 1 | 16.5045 |
| 2022-11-10 12:25:34.453113 | 17250 | 1 | 39.0564 |
| 2022-11-10 12:26:38.563283 | 17249 | 1 | 42.9418 |
| 2022-11-10 12:27:42.632501 | 17250 | 1 | 35.8469 |
| 2022-11-10 12:28:46.630550 | 17249 | 1 | 34.8855 |
| 2022-11-10 12:29:51.485946 | 17249 | 1 | 39.1229 |
| 2022-11-10 12:30:55.625611 | 17249 | 1 | 6.79706 |
| 2022-11-10 12:32:01.829409 | 17250 | 1 | 6.79706 |
| 2022-11-10 12:33:05.941445 | 17249 | 1 | 1 |
| 2022-11-10 12:34:09.935074 | 17249 | 1 | 1.41421 |
| 2022-11-10 12:35:14.963376 | 17249 | 1 | 1.41421 |
| 2022-11-10 12:36:19.905115 | 17274 | 1 | 1.73205 |
| 2022-11-10 12:37:23.880310 | 17249 | 1 | 5.07937 |
| 2022-11-10 12:38:27.876420 | 17249 | 1 | 5 |
| 2022-11-10 12:39:31.953284 | 17249 | 1 | 5 |
| 2022-11-10 12:40:36.249694 | 17260 | 1 | 5 |
| 2022-11-10 12:41:41.336615 | 17259 | 1 | 5 |
| 2022-11-10 12:42:45.392040 | 17320 | 1 | 39.1893 |
| 2022-11-10 12:43:49.375911 | 17301 | 1 | 39.37 |
| 2022-11-10 12:44:55.391283 | 17301 | 6 | 39.37 |
| 2022-11-10 12:46:01.469801 | 17288 | 1 | 41.8879 |
| 2022-11-10 12:47:05.593890 | 17289 | 1 | 39.7366 |
| 2022-11-10 12:48:15.439141 | 17288 | 1 | 15.7924 |
| 2022-11-10 12:49:19.829937 | 17288 | 1 | 8.35464 |
| 2022-11-10 12:50:24.236549 | 17281 | 1 | 1.73205 |
| 2022-11-10 12:51:28.454964 | 17287 | 1 | 11.5931 |
| 2022-11-10 12:52:32.958980 | 17287 | 1 | 11.2694 |
| 2022-11-10 12:53:37.828024 | 17287 | 1 | 9.18695 |
| 2022-11-10 12:54:42.517350 | 17282 | 1 | 9.67471 |
| 2022-11-10 12:55:47.011781 | 17261 | 1 | 3.31662 |
| 2022-11-10 12:56:52.797329 | 17279 | 1 | 15.9185 |
| 2022-11-10 12:57:57.283296 | 17279 | 1 | 15.8682 |
| 2022-11-10 12:59:01.719495 | 17279 | 1 | 15.9185 |
| 2022-11-10 13:00:05.788816 | 17255 | 1 | 18.5095 |
modelado_bitcoin["cex"].drop(["Diferencia"], axis = 1)
| Close | Spread | Effective Spread | |
|---|---|---|---|
| timeStamp | |||
| 2022-11-10 11:56:15.503641 | 17040.2 | 18.3 | NaN |
| 2022-11-10 11:57:33.979138 | 16994.9 | 30.2 | NaN |
| 2022-11-10 11:58:40.049564 | 16944.5 | 3.6 | NaN |
| 2022-11-10 11:59:44.186095 | 16914.7 | 1.7 | NaN |
| 2022-11-10 12:00:48.200567 | 16927.4 | 20.2 | NaN |
| 2022-11-10 12:01:52.346278 | 16980.4 | 14.6 | NaN |
| 2022-11-10 12:02:58.422499 | 16921.1 | 14 | NaN |
| 2022-11-10 12:04:02.643466 | 16923.4 | 3.4 | NaN |
| 2022-11-10 12:05:06.711343 | 16919.9 | 3.6 | NaN |
| 2022-11-10 12:06:11.222029 | 16899.4 | 15.1 | NaN |
| 2022-11-10 12:07:15.282337 | 16853.8 | 3.6 | 38.9438 |
| 2022-11-10 12:08:19.560761 | 16811.2 | 9.2 | 42.2459 |
| 2022-11-10 12:09:23.505187 | 16800 | 3.5 | 24.3552 |
| 2022-11-10 12:10:27.494670 | 16815.4 | 18.1 | 11.0431 |
| 2022-11-10 12:11:32.407087 | 16749 | 14.6 | 23.4239 |
| 2022-11-10 12:12:37.506533 | 16815.5 | 20.7 | 13.944 |
| 2022-11-10 12:13:44.675987 | 16792.9 | 3.6 | 34.5012 |
| 2022-11-10 12:14:48.875789 | 16778.4 | 15.3 | 33.6605 |
| 2022-11-10 12:15:54.170317 | 16782.1 | 3.5 | 34.4243 |
| 2022-11-10 12:16:58.344652 | 16737 | 3.4 | 27.9896 |
| 2022-11-10 12:18:02.351433 | 16785.4 | 16.9 | 84.6452 |
| 2022-11-10 12:19:06.385915 | 16820.3 | 9.1 | 75.7903 |
| 2022-11-10 12:20:11.373435 | 16848.6 | 7.6 | 73.3103 |
| 2022-11-10 12:21:15.312572 | 16779.5 | 8.8 | 68.8561 |
| 2022-11-10 12:22:20.094155 | 16717.6 | 13.2 | 67.1489 |
| 2022-11-10 12:23:25.999644 | 16740.2 | 6.5 | 46.4614 |
| 2022-11-10 12:24:30.090052 | 16838.4 | 0.2 | 80.9166 |
| 2022-11-10 12:25:34.453113 | 16818.2 | 4.2 | 83.1396 |
| 2022-11-10 12:26:38.563283 | 16811.5 | 0.1 | 84.9745 |
| 2022-11-10 12:27:42.632501 | 16776.6 | 3.6 | 82.4716 |
| 2022-11-10 12:28:46.630550 | 16710.7 | 10.8 | 61.0146 |
| 2022-11-10 12:29:51.485946 | 16730.7 | 3.3 | 54.0014 |
| 2022-11-10 12:30:55.625611 | 16767.6 | 5.9 | 45.2207 |
| 2022-11-10 12:32:01.829409 | 16764.1 | 3.7 | 47.0787 |
| 2022-11-10 12:33:05.941445 | 16708.5 | 3.5 | 49.9675 |
| 2022-11-10 12:34:09.935074 | 16720.3 | 11.2 | 49.6138 |
| 2022-11-10 12:35:14.963376 | 16636.9 | 1.7 | 56.9874 |
| 2022-11-10 12:36:19.905115 | 16599.9 | 15.2 | 59.5328 |
| 2022-11-10 12:37:23.880310 | 16594.1 | 3.6 | 58.8369 |
| 2022-11-10 12:38:27.876420 | 16538.4 | 15.1 | 54.8677 |
| 2022-11-10 12:39:31.953284 | 16555.9 | 3.6 | 24.6184 |
| 2022-11-10 12:40:36.249694 | 16588 | 2.7 | 40.4485 |
| 2022-11-10 12:41:41.336615 | 16582 | 15.5 | 16.3772 |
| 2022-11-10 12:42:45.392040 | 16531.7 | 3.6 | 31.3302 |
| 2022-11-10 12:43:49.375911 | 16508.3 | 15 | 40.9576 |
| 2022-11-10 12:44:55.391283 | 16489.5 | 3.3 | 58.0711 |
| 2022-11-10 12:46:01.469801 | 16549.5 | 3.6 | 55.1143 |
| 2022-11-10 12:47:05.593890 | 16623.5 | 3.4 | 53.8209 |
| 2022-11-10 12:48:15.439141 | 16707.8 | 3.4 | 20.3425 |
| 2022-11-10 12:49:19.829937 | 16699 | 3.5 | 41.6336 |
| 2022-11-10 12:50:24.236549 | 16632.3 | 6.7 | 24.4535 |
| 2022-11-10 12:51:28.454964 | 16643.1 | 3.4 | 43.0777 |
| 2022-11-10 12:52:32.958980 | 16687.2 | 16.5 | 24.5414 |
| 2022-11-10 12:53:37.828024 | 16642.5 | 3.6 | 62.4735 |
| 2022-11-10 12:54:42.517350 | 16585.3 | 26.4 | 78.9749 |
| 2022-11-10 12:55:47.011781 | 16577.1 | 17.8 | 52.6308 |
| 2022-11-10 12:56:52.797329 | 16603.4 | 14.3 | 39.6575 |
| 2022-11-10 12:57:57.283296 | 16590.4 | 8.2 | 42.1181 |
| 2022-11-10 12:59:01.719495 | 16617.8 | 15.1 | 28.0414 |
| 2022-11-10 13:00:05.788816 | 16600.8 | 3.4 | 18.9148 |
CCXT: Libro de Órdenes (Descarga de Datos). En este apartado se hizo uso de la librería CCXT para extraer el libro de órdenes y el OHLC de criptomonedas de diversos brókers.Microestructura del Mercado: Visuales. En este apartado se construyeron series temporales con las características del libro de órdenes (niveles, volúmenes, VWAP, etc.) y se graficaron con Plotly.Microestructura del Mercado: Modelado. En este apartado se estimó el Effective Spread del modelo de Roll.